News

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

1st level,
S_1_min

2nd level,
S_2_min

3rd level,
S_3_min

 

RU000A1004S4

100 %

100%

100%

13%

16%

19%

 

RU000A100F95

100%

100%

100%

10%

13%

16%

 

RU000A100PE4

100%

100%

100%

14%

17%

20%

 

RU000A0JUAT3

16%

19%

22%

40%

43%

46%

 

RU000A0JWGS8

7%

10%

13%

40%

43%

46%

 

 

 

Security

Ban on short-selling

New concentration limits, units

1st level,  LK_1

2nd level, LK_2

RU000A1004S4

No

100 000

500 000

RU000A100F95

No

100 000

500 000

RU000A100PE4

No

160 000

800 000