NCC | Risk parameters change on Securities market

CCP NCC sets the following risk parameters on Securities market starting from August 27, 2020:

1. Market risk rates and concentration limits

Ticker	Description	Current market risk rates			New market risk rates			Current concentration limits		New concentration limits
Ticker	Description	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min	1^st level	2^nd level	1^st level	2^nd level
QIWI	QIWI Plc	50%	71%	95%	35%	49%	78%	8 708	43 540	12 700	63 500

2. Ban attribute on short selling will be cancelled:

Ticker	Description	Current attribute	New attribute
QIWI	QIWI Plc	Yes	No