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17 July 2020 Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from July 20, 2020
|
№ |
Ticker |
Description |
Current market risk rates |
New market risk rates |
New concentration limits, number of securities |
|||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
LK1 |
LK2 |
|||
|
1 |
XS2183144810 |
ABH Financial Limited, 2.7% 11jun2023, EUR (6) |
100% |
100% |
100% |
19% |
22% |
25% |
7 000 |
35 000 |
|
2 |
XS2010030919 |
ALROSA Finance S.A. 25/06/27 |
100% |
100% |
100% |
56% |
59% |
62% |
10 000 |
50 000 |
|
3 |
RU000A101PG7 |
ALROSA BO 03 |
100% |
100% |
100% |
34% |
37% |
40% |
100 000 |
500 000 |
|
4 |
RU000A101PF9 |
ALROSA BO 04 |
100% |
100% |
100% |
36% |
39% |
42% |
100 000 |
500 000 |
|
5 |
RU000A101PD4 |
ALROSA BO 05 |
100% |
100% |
100% |
36% |
39% |
42% |
100 000 |
500 000 |
|
6 |
RU000A101PB8 |
ALROSA BO 06 |
100% |
100% |
100% |
36% |
39% |
42% |
100 000 |
500 000 |
|
7 |
RU000A101PC6 |
ALROSA BO 07 |
100% |
100% |
100% |
36% |
39% |
42% |
100 000 |
500 000 |
|
8 |
RU000A0JVQT7 |
Evroplan BO-2 |
100% |
100% |
100% |
8% |
11% |
14% |
100 000 |
500 000 |
|
9 |
RU000A101LN2 |
International Invest. Bank 1P3 |
100% |
100% |
100% |
40% |
43% |
46% |
100 000 |
500 000 |
|
10 |
RU000A101MZ4 |
International Invest. Bank 1P4 |
100% |
100% |
100% |
14% |
17% |
20% |
140 000 |
700 000 |
|
11 |
RU000A1009L8 |
RZD BO 001P-15R |
100% |
100% |
100% |
40% |
43% |
46% |
300 000 |
1 500 000 |
|
12 |
RU000A101UE2 |
EXIMBANK OF RUSSIA 002P-03 |
100% |
100% |
100% |
22% |
25% |
28% |
140 000 |
700 000 |
|
13 |
RU000A101UG7 |
Sverdlovsk Region 34007 |
100% |
100% |
100% |
16% |
19% |
22% |
200 000 |
1 000 000 |
|
14 |
RU000A101UR4 |
Bashkir soda company 1P-02 |
100% |
100% |
100% |
17% |
20% |
23% |
100 000 |
500 000 |
|
15 |
RU000A101UQ6 |
X5 FINANSE 001P-12 |
100% |
100% |
100% |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
№ |
Ticker |
Description |
Current Eligible collateral |
New Eligible collateral |
Current Ban on short selling |
New Ban on short selling |
|
1 |
XS2183144810 |
ABH Financial Limited, 2.7% 11jun2023, EUR (6) |
No |
No |
Yes |
No |
|
2 |
XS2010030919 |
ALROSA Finance S.A. 25/06/27 |
No |
Yes |
Yes |
No |
|
3 |
RU000A101PG7 |
ALROSA BO 03 |
No |
Yes |
Yes |
No |
|
4 |
RU000A101PF9 |
ALROSA BO 04 |
No |
Yes |
Yes |
No |
|
5 |
RU000A101PD4 |
ALROSA BO 05 |
No |
Yes |
Yes |
No |
|
6 |
RU000A101PB8 |
ALROSA BO 06 |
No |
Yes |
Yes |
No |
|
7 |
RU000A101PC6 |
ALROSA BO 07 |
No |
Yes |
Yes |
No |
|
8 |
RU000A0JVQT7 |
Evroplan BO-2 |
No |
No |
No |
No |
|
9 |
RU000A101LN2 |
International Invest. Bank 1P3 |
No |
No |
Yes |
No |
|
10 |
RU000A101MZ4 |
International Invest. Bank 1P4 |
No |
No |
No |
No |
|
11 |
RU000A1009L8 |
RZD BO 001P-15R |
No |
Yes |
No |
No |
|
12 |
RU000A101UE2 |
EXIMBANK OF RUSSIA 002P-03 |
No |
No |
Yes |
No |
|
13 |
RU000A101UG7 |
Sverdlovsk Region 34007 |
No |
No |
Yes |
No |
|
14 |
RU000A101UR4 |
Bashkir soda company 1P-02 |
No |
No |
Yes |
No |
|
15 |
RU000A101UQ6 |
X5 FINANSE 001P-12 |
No |
No |
Yes |
No |