CCP NCC is changing the following risk parameters on Securities market starting from April 14, 2021.
№
Ticker
Description
Current market risk rates
New market risk rates
New concentration limits, number of securities
New
Ban on short selling
S_1_min
S_2_min
S_3_min
LK1
LK2
1
RU000A0ZYJT2
Mortgage agent DOM RF 2P
40%
43%
46%
27%
30%
100%
963 956
4 819 780
No
2
RU000A0ZZCH9
DOM.RF Mortgage agent 05-002P
23%
26%
226 178
1 130 890
3
RU000A0ZZNW5
DOM.RF Mortgage agent 04-002P
281 547
1 407 735
4
RU000A0ZZV86
DOM.RF Mortgage agent 06-002P
29%
1 485 276
7 426 380
5
RU000A100YY4
DOM.RF Mortgage agent 11-002P
21%
24%
155 962
779 810
6
RU000A101JD7
DOM.RF Mortgage agent 05-001P
144 141
720 705
7
RU000A101TD6
DOM.RF Mortgage agent 15-002P
22%
25%
325 055
1 625 275
8
RU000A102D46
DOM.RF Mortgage agent 18-002P
280 378
1 401 890
9
RU000A102GD1
DOM.RF Mortgage agent BO 1P3
330 802
1 654 010
10
RU000A102GV3
DOM.RF Mortgage agent BO 1P1
33%
116 504
582 520
11
RU000A102JB9
DOM.RF Mortgage agent BO 1P2
32%
204 125
1 020 625