News

CCP NCC is changing risk parameters on Securities market starting from October 18-th, 2021:

Ticker

Description

Current market risk rates

New market risk rates

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

1

RU000A0ZYJT2

DOM.RF

32%

35%

100%

35%

38%

100%

2

RU000A0ZZV86

DOM.RF

26%

29%

100%

30%

33%

100%

3

RU000A100YY4

DOM.RF

23%

26%

100%

25%

28%

100%

4

RU000A101JD7

DOM.RF

28%

31%

100%

23%

26%

100%

5

RU000A101TD6

DOM.RF

22%

25%

100%

25%

28%

100%

6

RU000A102D46

DOM.RF

23%

26%

100%

28%

31%

100%

7

RU000A102GD1

DOM.RF

24%

27%

100%

27%

30%

100%

8

RU000A102GV3

DOM.RF

30%

33%

100%

27%

30%

100%

9

RU000A100ZB9

DOM.RF

100%

100%

100%

35%

38%

100%

 

Ticker

Description

Current concentration limits, number of securities

New concentration limits, number of securities

LK1

LK2

LK1

LK2

RU000A100YY4

DOM.RF

155 962

779 810

98 475

492 373

RU000A0ZZCH9

DOM.RF

226 178

1 130 890

123 755

618 776

RU000A0ZZNW5

DOM.RF

281 547

1 407 735

95 026

475 131

RU000A100ZB9

DOM.RF

2 000

2 001

1 913 056

9 565 280

 

Ticker

Description

Current ban on short selling attribute

New ban on short selling attribute

RU000A100ZB9

DOM.RF

Yes

No