CCP NCC sets the following risk parameters on Securities market starting from November 22, 2019:
Security
Current market risk rates
New market risk rates
1st level, S_1_min
2nd level, S_2_min
3rd level, S_3_min
RU000A1004S4
100 %
100%
13%
16%
19%
RU000A100F95
10%
RU000A100PE4
14%
17%
20%
RU000A0JUAT3
22%
40%
43%
46%
RU000A0JWGS8
7%
Ban on short-selling
New concentration limits, units
1st level, LK_1
2nd level, LK_2
No
100 000
500 000
160 000
800 000