CCP NCC is changing risk parameters on Securities market starting from September 30, 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
LK1
LK2
1
XS2363250833
Gaz Finance PLC 3,5% 14jul2031
100%
52%
55%
58%
100 000
500 000
2
CH1120085688
Gaz Finance PLC 1,54% 30jun2027
42%
45%
48%
20 000
Current ban on short selling attribute
New ban on short selling attribute
Current Eligible collateral
New Eligible collateral
Yes
No
