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
LK1
LK2
1
RU000A104FG2
100%
12%
15%
18%
180 000
900 000
Current stress scenario UP
Current stress scenario DOWN
New stress scenario UP
New stress scenario DOWN
New Ban on short selling
0.00%
2.25%
No
