News

CCP NCC is changing risk parameters on Securities market starting from February 7, 2022:

Ticker

Current market risk rates, %

New market risk rates, %

New concentration limits, number of securities

S1_min

S2_min

S3_min

S1_min

S2_min

S3_min

LK1

LK2

1

RU000A104FG2

100%

100%

100%

12%

15%

18%

180 000

900 000

 

Ticker

Current stress scenario UP

Current stress scenario DOWN

New stress scenario UP

New stress scenario DOWN

New Ban on short selling

1

RU000A104FG2

0.00%

0.00%

2.25%

2.25%

No