CCP NCC sets the following risk parameters on Securities market for Mail.ru Group DRs (ticker MAIL) starting from July 2, 2020:
Ticker
Description
Ban on short selling
Eligible as collateral
New market risk rates
New concentration limits
Scenarios for stress collateral calculation
S_1_min
S_2_min
S_3_min
1st level
2nd level
Scen_UP
Scen_DOWN
MAIL
Mail.ru Group
No
35%
49%
78%
9 700
48 500
10%