CCP NCC is changing risk parameters on Securities market starting from July 29-th, 2021:
№
Ticker
Description
Current market risk rates
New market risk rates
S_1_min
S_2_min
S_3_min
1
RU000A0ZYJT2
DOM.RF
27%
30%
100%
32%
35%
2
RU000A100YY4
21%
24%
23%
26%
3
RU000A101JD7
28%
31%
4
RU000A103125
Current concentration limits, number of securities
New concentration limits, number of securities
LK1
LK2
2 000
2 001
225 045
1 125 225
Current ban on short selling attribute
New ban on short selling attribute
Yes
No
