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23 June 2022

CCP NCC changes the following risk parameters on Securities market starting from June, 27-th 2022 :

№ Ticker Description Current market risk rates, % New market risk rates, %
Level 1, S1_min Level 2, S2_min Level 3, S3_min Level 1, S1_min Level 2, S2_min Level 3, S3_min
1 RU000A100YU2 Acron BO-001P-03 9% 12% 15% 100% 100% 100%
2 RU000A0JXSS1 Acron BO-001P-02 40% 43% 46% 100% 100% 100%
3 RU000A0JWV89 Acron BO-001P-01 8% 11% 14% 100% 100% 100%
4 RU000A0JVNL1 VEB-leasing USD 001P-01 40% 43% 46% 100% 100% 100%
5 RU000A0JV9H9 VEB-leasing AO BO-07 26% 29% 32% 100% 100% 100%
6 RU000A0JV9D8 VEB-leasing AO BO-06 25% 28% 31% 100% 100% 100%
7 RU000A0JV8G3 VEB-leasing AO BO-05 11% 14% 17% 100% 100% 100%
8 RU000A0JV8D0 VEB-leasing AO BO-04 11% 14% 17% 100% 100% 100%
9 RU000A0JUFH7 VEB-Lizing USD-14 15% 18% 21% 100% 100% 100%
10 RU000A0JUFG9 VEB-Lizing USD-13 15% 18% 21% 100% 100% 100%
11 RU000A0JUFF1 VEB-Lizing USD-12 15% 18% 21% 100% 100% 100%
12 RU000A0JUFE4 VEB-Lizing USD-11 15% 18% 21% 100% 100% 100%
13 AKRN Acron 37% 54% 79% 100% 100% 100%

 

№ Ticker Description Current Ban on short selling New Ban on short selling
1 RU000A100YU2 Acron BO-001P-03 No Yes
2 RU000A0JXSS1 Acron BO-001P-02 No Yes
3 RU000A0JWV89 Acron BO-001P-01 No Yes
4 RU000A0JVQQ3 VEB-leasing AO BO-09 No Yes
5 RU000A0JVNL1 VEB-leasing USD 001P-01 No Yes
6 RU000A0JV9H9 VEB-leasing AO BO-07 No Yes
7 RU000A0JV9D8 VEB-leasing AO BO-06 No Yes
8 RU000A0JV8G3 VEB-leasing AO BO-05 No Yes
9 RU000A0JV8D0 VEB-leasing AO BO-04 No Yes
10 RU000A0JUFH7 VEB-Lizing USD-14 No Yes
11 RU000A0JUFG9 VEB-Lizing USD-13 No Yes
12 RU000A0JUFF1 VEB-Lizing USD-12 No Yes
13 RU000A0JUFE4 VEB-Lizing USD-11 No Yes
14 RU000A0JUEE7 VEB-lizing AO BO-01 No Yes
15 AKRN Acron No Yes

 

№ Ticker Description Current stress scenario UP, % Current stress scenario DOWN, % New stress scenario UP, % New stress scenario DOWN, %
1 RU000A100YU2 Acron BO-001P-03 2.25 2.25 0 0
2 RU000A0JXSS1 Acron BO-001P-02 2.25 2.25 0 0
3 RU000A0JWV89 Acron BO-001P-01 1.5 1.5 0 0
4 RU000A0JVQQ3 VEB-leasing AO BO-09 8 8 0 0
5 RU000A0JVNL1 VEB-leasing USD 001P-01 2 2 0 0
6 RU000A0JV9H9 VEB-leasing AO BO-07 5.5 5.5 0 0
7 RU000A0JV9D8 VEB-leasing AO BO-06 3.75 3.75 0 0
8 RU000A0JV8G3 VEB-leasing AO BO-05 1.5 1.5 0 0
9 RU000A0JV8D0 VEB-leasing AO BO-04 1.5 1.5 0 0
10 RU000A0JUFH7 VEB-Lizing USD-14 7 5 0 0
11 RU000A0JUFG9 VEB-Lizing USD-13 7 5 0 0
12 RU000A0JUFF1 VEB-Lizing USD-12 7 5 0 0
13 RU000A0JUFE4 VEB-Lizing USD-11 7 5 0 0
14 RU000A0JUEE7 VEB-lizing AO BO-01 8 8 0 0
15 AKRN Acron 10 10 0 0