CCP NCC sets the following risk parameters on Securities market starting from October 8, 2019:
|
№ |
Security |
Current concentration limits |
New concentration limits |
||
|
1 level |
2 level |
1 level |
2 level |
||
|
1 |
RU000A0JXRX3 |
2,000 |
2,001 |
100,000 |
500,000 |
|
2 |
RU000A0JVP05 |
2,000 |
2,001 |
100,000 |
500,000 |
|
3 |
XS1598697412 |
2,000 |
2,001 |
4,000 |
20,000 |
|
4 |
XS1588061694 |
2,000 |
2,001 |
8,000 |
40,000 |
|
5 |
XS1567117566 |
2,000 |
2,001 |
2,000 |
10,000 |
|
6 |
RU000A0JXNV6 |
2,000 |
2,001 |
100,000 |
500,000 |
|
7 |
RU000A0JWMJ5 |
2,000 |
2,001 |
100,000 |
500,000 |
|
8 |
RU000A0JXQ85 |
2,000 |
2,001 |
100,000 |
500,000 |
|
9 |
XS1495632298 |
2,000 |
2,001 |
2,500 |
12,500 |
|
10 |
RU000A0ZYCJ8 |
2,000 |
2,001 |
200,000 |
1,000,000 |
|
11 |
RU000A0ZZNJ2 |
2,000 |
2,001 |
120,000 |
600,000 |
|
12 |
XS1400710999 |
2,000 |
2,001 |
10,000 |
50,000 |
|
13 |
RU000A0JXYL4 |
2,000 |
2,001 |
300,000 |
1,500,000 |
|
14 |
RU000A0ZZER4 |
2,000 |
2,001 |
200,000 |
1,000,000 |
|
15 |
RU000A0JVMB4 |
2,000 |
2,001 |
100,000 |
500,000 |
|
16 |
RU000A0JXVM8 |
2,000 |
2,001 |
100,000 |
500,000 |
|
17 |
RU000A0JWMS6 |
2,000 |
2,001 |
200,000 |
1,000,000 |
|
18 |
RU000A0JX0Z8 |
2,000 |
2,001 |
400,000 |
2,000,000 |
2. Ban attribute on short selling will be changed:
|
№ |
Security |
Current attribute |
New attribute |
|
1 |
RU000A0JXRX3 |
Yes |
No |
|
2 |
RU000A0JVP05 |
Yes |
No |
|
3 |
XS1598697412 |
Yes |
No |
|
4 |
XS1588061694 |
Yes |
No |
|
5 |
XS1567117566 |
Yes |
No |
|
6 |
RU000A0JXNV6 |
Yes |
No |
|
7 |
RU000A0JWMJ5 |
Yes |
No |
|
8 |
RU000A0JXQ85 |
Yes |
No |
|
9 |
XS1495632298 |
Yes |
No |
|
10 |
RU000A0ZYCJ8 |
Yes |
No |
|
11 |
RU000A0ZZNJ2 |
Yes |
No |
|
12 |
XS1400710999 |
Yes |
No |
|
13 |
RU000A0JXYL4 |
Yes |
No |
|
14 |
RU000A0ZZER4 |
Yes |
No |
|
15 |
RU000A0JVMB4 |
Yes |
No |
|
16 |
RU000A0JXVM8 |
Yes |
No |
|
17 |
RU000A0JWMS6 |
Yes |
No |
|
18 |
RU000A0JX0Z8 |
Yes |
No |
|
19 |
RU000A0JUKX4 |
Yes |
No |
|
20 |
RU000A0JXPG2 |
Yes |
No |
|
21 |
XS1772800204 |
No |
Yes |
|
22 |
RU000A100J18 |
No |
Yes |
|
23 |
RU000A0JW1K9 |
No |
Yes |
|
24 |
RU000A0JXT41 |
No |
Yes |
|
25 |
RU000A0JWM56 |
No |
Yes |
|
26 |
RU000A0ZYBD3 |
No |
Yes |
|
27 |
RU000A0JWUV3 |
No |
Yes |
|
28 |
RU000A0ZYFB8 |
No |
Yes |
|
29 |
RU000A0ZYCM2 |
No |
Yes |
|
30 |
RU000A0JWXF0 |
No |
Yes |
|
31 |
RU000A0JWLD0 |
No |
Yes |
|
32 |
RU000A0ZYDQ1 |
No |
Yes |
|
33 |
RU000A0JVPR3 |
No |
Yes |
|
34 |
RU000A0JVM81 |
No |
Yes |
|
35 |
RU000A0ZZQH9 |
No |
Yes |
|
36 |
RU000A0ZYML3 |
No |
Yes |
|
37 |
RU000A0JX0B9 |
No |
Yes |
|
38 |
RU000A0JUPW5 |
No |
Yes |
|
39 |
RU000A0JVBX1 |
No |
Yes |
|
40 |
RU000A0JUQB7 |
No |
Yes |
|
41 |
RU000A0JVL33 |
No |
Yes |