News

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

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

100%

100%

100%

23%

26%

100%

226 178

1 130 890

No

3

RU000A0ZZNW5

DOM.RF Mortgage agent 04-002P

100%

100%

100%

23%

26%

100%

281 547

1 407 735

No

4

RU000A0ZZV86

DOM.RF Mortgage agent 06-002P

40%

43%

46%

26%

29%

100%

1 485 276

7 426 380

No

5

RU000A100YY4

DOM.RF Mortgage agent 11-002P

100%

100%

100%

21%

24%

100%

155 962

779 810

No

6

RU000A101JD7

DOM.RF Mortgage agent 05-001P

40%

43%

100%

24%

27%

100%

144 141

720 705

No

7

RU000A101TD6

DOM.RF Mortgage agent 15-002P

40%

43%

100%

22%

25%

100%

325 055

1 625 275

No

8

RU000A102D46

DOM.RF Mortgage agent 18-002P

40%

43%

100%

23%

26%

100%

280 378

1 401 890

No

9

RU000A102GD1

DOM.RF Mortgage agent BO 1P3

40%

43%

100%

24%

27%

100%

330 802

1 654 010

No

10

RU000A102GV3

DOM.RF Mortgage agent BO 1P1

40%

43%

100%

30%

33%

100%

116 504

582 520

No

11

RU000A102JB9

DOM.RF Mortgage agent BO 1P2

40%

43%

100%

29%

32%

100%

204 125

1 020 625

No