CCP NCC is changing risk parameters on Securities market starting from August 04, 2021:
№
Ticker
Description
Current market risk rates
New market risk rates
S_1_min
S_2_min
S_3_min
1
RU000A101RT6
REPUBLIC OF KAZAKHSTAN
100%
17%
20%
23%
2
RU000A101RW0
21%
24%
27%
3
RU000A101S08
25%
28%
31%
4
RU000A101S16
Current concentration limits, number of securities
New concentration limits, number of securities
LK1
LK2
2 000
2 001
200 000
1 000 000
Current ban on short selling attribute
New ban on short selling attribute
Yes
No
