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
1
RU000A0ZYJT2
DOM.RF
32%
35%
100%
38%
2
RU000A0ZZV86
26%
29%
30%
33%
3
RU000A100YY4
23%
25%
28%
4
RU000A101JD7
31%
5
RU000A101TD6
22%
6
RU000A102D46
7
RU000A102GD1
24%
27%
8
RU000A102GV3
9
RU000A100ZB9
Current concentration limits, number of securities
New concentration limits, number of securities
LK1
LK2
155 962
779 810
98 475
492 373
RU000A0ZZCH9
226 178
1 130 890
123 755
618 776
RU000A0ZZNW5
281 547
1 407 735
95 026
475 131
2 000
2 001
1 913 056
9 565 280
Current ban on short selling attribute
New ban on short selling attribute
Yes
No