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31 August 2020 Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from September 1, 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 |
RU000A101Z74 |
Gazprombank BO 001P-17P |
100% |
100% |
100% |
14% |
17% |
20% |
200 000 |
1 000 000 |
|
2 |
RU000A101ZH4 |
Russian Post BO-001P-10 |
100% |
100% |
100% |
16% |
19% |
22% |
200 000 |
1 000 000 |
|
3 |
RU000A0JX2P5 |
Bashneft ANK BO-001P-01R |
100% |
100% |
100% |
40% |
43% |
46% |
200 000 |
1 000 000 |
|
4 |
RU000A0JX9X4 |
Bashneft ANK BO-001P-03R |
100% |
100% |
100% |
40% |
43% |
46% |
100 000 |
500 000 |
|
5 |
RU000A0JX2Q3 |
Bashneft ANK BO-10 |
100% |
100% |
100% |
40% |
43% |
46% |
100 000 |
500 000 |
|
6 |
RU000A0JWH87 |
Bashneft ANK BO-02 |
100% |
100% |
100% |
40% |
43% |
46% |
200 000 |
1 000 000 |
|
7 |
RU000A0JVHF5 |
Bashneft ANK BO-07 |
100% |
100% |
100% |
40% |
43% |
46% |
100 000 |
500 000 |
|
8 |
RU000A1020L5 |
Samara Region 35015 |
100% |
100% |
100% |
16% |
19% |
22% |
100 000 |
500 000 |
|
9 |
RU000A101QP6 |
ALFA-BANK BO 002P-06 |
100% |
100% |
100% |
8% |
11% |
14% |
200 000 |
1 000 000 |
|
10 |
RU000A0ZZUL3 |
Bank GPB (JSC) 001P-02P |
100% |
100% |
100% |
40% |
43% |
46% |
200 000 |
1 000 000 |
|
№ |
Ticker |
Description |
Current Eligible collateral |
New Eligible collateral |
Current Ban on short selling |
New Ban on short selling |
|
1 |
RU000A101Z74 |
Gazprombank BO 001P-17P |
No |
No |
Yes |
No |
|
2 |
RU000A101ZH4 |
Russian Post BO-001P-10 |
No |
No |
Yes |
No |
|
3 |
RU000A0JX2P5 |
Bashneft ANK BO-001P-01R |
No |
Yes |
No |
No |
|
4 |
RU000A0JX9X4 |
Bashneft ANK BO-001P-03R |
No |
Yes |
Yes |
No |
|
5 |
RU000A0JX2Q3 |
Bashneft ANK BO-10 |
No |
Yes |
Yes |
No |
|
6 |
RU000A0JWH87 |
Bashneft ANK BO-02 |
No |
Yes |
Yes |
No |
|
7 |
RU000A0JVHF5 |
Bashneft ANK BO-07 |
No |
Yes |
Yes |
No |
|
8 |
RU000A1020L5 |
Samara Region 35015 |
No |
No |
Yes |
No |
|
9 |
RU000A101QP6 |
ALFA-BANK BO 002P-06 |
No |
No |
No |
No |
|
10 |
RU000A0ZZUL3 |
Bank GPB (JSC) 001P-02P |
No |
No |
Yes |
No |