CCP NCC sets the following risk parameters on Securities market starting from May 19, 2020:
1. Market risk rates and concentration limits
Ticker
Description
Current market risk rates
New market risk rates
New concentration limits
S_1_min
S_2_min
S_3_min
1st level
2nd level
FXWO
FinEx USD GLOBAL EQUITY UC ETF
100%
18%
26%
400 000
2 000 000
FXRW
FinEx RUB GLOBAL EQUITY UC ETF
19%
28%
2. Ban attribute on short selling will be changed:
Current attribute
New attribute
Yes
No
3. Scenarios for stress collateral calculation
Scen_UP
Scen_DOWN
10%
