NCC | Risk Parameters Change on FX and Precious metal m

News

04 October 2017 Risk Parameters Change on FX and Precious metal market, Securities market

NCC Bank is changing the following risk parameters on FX and Precious metal market, Securities market starting from October 11, 2017:

1. IM rates for the assets:

№	Ticker	Issuer Name	Current IM rates			New IM rates
№	Ticker	Issuer Name	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
1	GLD	Gold	10%	16%	23%	8%	14%	21%
2	AGRO	GDR ROS AGRO	35%	49%	78%	50%	71%	95%
3	SVAV	Sollers	50%	71%	95%	70%	80%	95%
4	AVAZ	AVTOVAZ	60%	70%	80%	70%	80%	95%

2. Concentration limits for Sberbank shares (SBER):

№

Ticker

Issuer Name

Current

concentration limits, units

New

concentration limits, units

1^st level,

LK_1

2^nd level,

LK_2

1^st level,

LK_1

2^nd level,

LK_2

1

SBER

Sberbank

27 910 506

63 091 117

19 079 658

57 409 190

3. Short sell ban will be set for MRSK Severo-Zapada (MRKZ) shares.