News

CCP NCC sets the following risk parameters on Securities market starting from April 15, 2020:

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

 

RU000A1003C0

12%

15%

18%

25%

28%

31%

 

RU000A1007V1

11%

14%

17%

25%

28%

31%

 

RU000A100FR7

12%

15%

18%

25%

28%

31%

 

RU000A100YK3

13%

16%

19%

25%

28%

31%

 

RU000A0JVP05

10%

13%

16%

100%

100%

100%

 

RU000A0JXRX3

8%

11%

14%

100%

100%

100%

 

 

 

Security

Ban on short-selling

 
 

RU000A0JVP05

Yes

 

RU000A0JXRX3

Yes