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13 July 2021 Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from July 16, 2021:
|
№ |
Ticker |
Description |
Current market risk rates |
New market risk rates |
New concentration limits, number of securities |
|||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
LK1 |
LK2 |
|||
|
1 |
RU000A0JV3L4 |
BANK OTKRITIE FINANCIAL |
100% |
100% |
100% |
40% |
43% |
46% |
100 000 |
500 000 |
|
2 |
RU000A0JS5L4 |
METTALOININVEST HLDG |
100% |
100% |
100% |
40% |
43% |
46% |
200 000 |
1 000 000 |
|
3 |
RU000A0JS5A7 |
METTALOININVEST HLDG |
100% |
100% |
100% |
40% |
43% |
46% |
200 000 |
1 000 000 |
|
4 |
RU000A0JWBP5 |
PERVYI KONTEINERNYI |
100% |
100% |
100% |
40% |
43% |
46% |
100 000 |
500 000 |
|
5 |
RU000A1004A2 |
NEW FORWARDING CO OJSC |
100% |
100% |
100% |
11% |
14% |
17% |
100 000 |
500 000 |
|
6 |
RU000A0JW5E3 |
PERVYI KONTEINERNYI |
100% |
100% |
100% |
40% |
43% |
46% |
100 000 |
500 000 |
|
7 |
RU000A0JVRN8 |
LENTA LLC |
100% |
100% |
100% |
40% |
43% |
46% |
100 000 |
500 000 |
|
8 |
RU000A0ZYTZ8 |
NEW FORWARDING CO OJSC |
100% |
100% |
100% |
8% |
11% |
14% |
100 000 |
500 000 |
|
9 |
RU000A0ZYCR1 |
TRANSKOMPLEKHOLDING |
100% |
100% |
100% |
7% |
10% |
13% |
140 000 |
700 000 |
|
10 |
RU000A0JW0S4 |
PERVYI KONTEINERNYI |
100% |
100% |
100% |
40% |
43% |
46% |
100 000 |
500 000 |
|
11 |
RU000A101LH4 |
IKS 5 FINANS |
100% |
100% |
100% |
8% |
11% |
14% |
200 000 |
1 000 000 |
|
12 |
RU000A1012N8 |
IDGC OF CENTRE PJSC |
100% |
100% |
100% |
9% |
12% |
15% |
100 000 |
500 000 |
|
13 |
RU000A0JS4J1 |
WESTERN HIGH-SPEED DIAME |
100% |
100% |
100% |
23% |
26% |
29% |
100 000 |
500 000 |
|
14 |
RU000A0JS4K9 |
WESTERN HIGH-SPEED DIAME |
100% |
100% |
100% |
26% |
29% |
32% |
100 000 |
500 000 |
|
15 |
RU000A0JRJL7 |
WESTERN HIGH-SPEED DIAME |
100% |
100% |
100% |
24% |
27% |
30% |
100 000 |
500 000 |
|
16 |
RU000A1034P7 |
VTB BANK PJSC SUBORDINATED |
100% |
100% |
100% |
28% |
31% |
34% |
40 |
200 |
|
№ |
Ticker |
Description |
Current ban on short selling attribute |
New ban on short selling attribute |
|
1 |
RU000A0JV3L4 |
BANK OTKRITIE FINANCIAL |
Yes |
No |
|
2 |
RU000A0JS5L4 |
METTALOININVEST HLDG |
Yes |
No |
|
3 |
RU000A0JS5A7 |
METTALOININVEST HLDG |
Yes |
No |
|
4 |
RU000A0JWBP5 |
PERVYI KONTEINERNYI |
Yes |
No |
|
5 |
RU000A1004A2 |
NEW FORWARDING CO OJSC |
Yes |
No |
|
6 |
RU000A0JW5E3 |
PERVYI KONTEINERNYI |
Yes |
No |
|
7 |
RU000A0JVRN8 |
LENTA LLC |
Yes |
No |
|
8 |
RU000A0ZYTZ8 |
NEW FORWARDING CO OJSC |
Yes |
No |
|
9 |
RU000A0ZYCR1 |
TRANSKOMPLEKHOLDING |
Yes |
No |
|
10 |
RU000A0JW0S4 |
PERVYI KONTEINERNYI |
Yes |
No |
|
11 |
RU000A101LH4 |
IKS 5 FINANS |
Yes |
No |
|
12 |
RU000A1012N8 |
IDGC OF CENTRE PJSC |
Yes |
No |
|
13 |
RU000A0JS4J1 |
WESTERN HIGH-SPEED DIAME |
Yes |
No |
|
14 |
RU000A0JS4K9 |
WESTERN HIGH-SPEED DIAME |
Yes |
No |
|
15 |
RU000A0JRJL7 |
WESTERN HIGH-SPEED DIAME |
Yes |
No |
|
16 |
RU000A1034P7 |
VTB BANK PJSC SUBORDINATED |
Yes |
No |