CCP NCC will set the following risk parameters on Securities market due to corporate actions:
Ticker
Description
Current and from 07.06.2021
market risk rates
Market risk rates
from 24.05.2021 through 04.06.2021
Current and from 07.06.2021 ban on short selling
Ban on short selling from 24.05.2021 through 05.06.2021
S_1_min
S_2_min
S_3_min
SBGB
SBGB ETF
16%
22%
100%
No
Yes
SBMX
SBMX ETF
34%
SBRB
SBRB ETF
28%
38%
Additionally, the following risk parameters will be changed starting from June 7, 2021:
Current concentration limits, units
Concentration limits from 07.06.2021, units
LK_1
LK_2
10 000
50 000
1 000 000
5 000 000
9 137
45 687
913 700
4 568 700
