CCP NCC will set the following risk parameters on Securities market due to corporate actions:
Ticker
Description
Current and from 10.05.2021
market risk rates
Market risk rates
from 23.04.2021 through 07.05.2021
Current and from 10.05.2021 ban on short selling
Ban on short selling from 23.04.2021 through 07.05.2021
S_1_min
S_2_min
S_3_min
VTBA
VTBA ETF
29%
40%
100%
No
Yes
VTBE
VTBE ETF
28%
VTBH
VTBH ETF
26%
36%
Additionally, the following risk parameters will be changed starting from May 10, 2021:
Current concentration limits, units
Concentration limits from 10.05.2021, units
LK_1
LK_2
13 400
66 700
134 000
667 000
13 374
45 687
133 740
456 870
13 563
67 815
135 630
678 150
