CCP NCC is changing the following risk parameters on Securities market starting from November 30, 2021.
№
Ticker
Current market risk rates
New market risk rates
New concentration limits, number of securities
New
Ban on short selling
New Collateral Flag
S_1_min
S_2_min
S_3_min
LK1
LK2
1
RU000A103PE8
100%
13%
16%
19%
300 000
1 500 000
No
2
RU000A103RD6
14%
17%
20%
200 000
1 000 000
Current stress scenario UP
Current stress scenario DOWN
New stress scenario UP
New stress scenario DOWN
0.00%
3.75%
