CCP NCC will set the following risk parameters on Securities market due to corporate actions:
Ticker
Description
Current and from 07.10.2021
market risk rates
Market risk rates
from 01.10.2021 through 06.10.2021
Current and from 07.10.2021 ban on short selling
Ban on short selling from 27.09.2021 through 06.10.2021
S_1_min
S_2_min
S_3_min
FXUS
FinEx USA UCITS ETF
21%
42%
70%
100%
No
Yes
FXRL
FinEx Russian RTS Equity UCITS ETF
25%
50%
FXRB
FinEx Tradable Russian Corporate Bonds UCITS ETF
12%
19%
Additionally, the following risk parameters will be changed starting from October 07, 2021:
Current concentration limits, units
Concentration limits from 07.10.2021, units
LK_1
LK_2
4 116
20 580
411 600
2 058 000
5 499
27 495
549 900
2 749 500
33 517
167 585
3 351 700
16 758 500
