CCP NCC sets the following risk parameters on Securities market starting from June 11, 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
LSNG
Lenenergo
100%
50%
71%
95%
1 861 120
9 305 600
LSNGP
Lenenergo (pref)
58 771
293 855
2. Ban attribute on short selling will be changed:
Current attribute
New attribute
Yes
No
