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12 July 2019

CCP NCC sets the following risk parameters on Securities market starting from July 15, 2019:

  • Market risk rates

Asset

Current market risk rates

New market risk rates

1st level,
S_1_min

2nd level,
S_2_min

3rd level,
S_3_min

1st level,
S_1_min

2nd level,
S_2_min

3rd level,
S_3_min

SU46023RMFS6

40%

41%

42%

100%

100%

100%

 

  • Scenarios for stress collateral calculation

Asset

Scen_UP

Scen_DOWN

SU46023RMFS6

0%

0%

 

  • CCP NCC will ban the short sells for SU46023RMFS6 starting from July 15, 2019.