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20 March 2023

CCP NCC changes the following risk parameters on Securities market starting from March, 21-st 2023 :

№ 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 RU000A105NL3 MMC NORILSK NICKEL BO-001P-06 100% 100% 100% 26% 29% 32%
2 RU000A105KW6 Eurasian Develop Bank P03-05 100% 100% 100% 30% 33% 36%

 

№ Ticker Description Current concentration limits, number of securities New concentration limits, number of securities
LK_1 LK_2 LK_1 LK_2
1 RU000A105NL3 MMC NORILSK NICKEL BO-001P-06 2,000 2,001 100,000 500,000
2 RU000A105KW6 Eurasian Develop Bank P03-05 2,000 2,001 100,000 500,000

 

№ Ticker Description Current Ban on short selling New Ban on short selling    
   
1 RU000A105NL3 MMC NORILSK NICKEL BO-001P-06 Yes No    
2 RU000A105KW6 Eurasian Develop Bank P03-05 Yes No    

 

№ Ticker Description Current collateral New collateral    
   
1 RU000A105NL3 MMC NORILSK NICKEL BO-001P-06 No Yes    
2 RU000A105KW6 Eurasian Develop Bank P03-05 No Yes