CCP NCC sets the following risk parameters on Securities market starting from October 19, 2020:
Ticker
Name
Current market risk rates
New market risk rates
New concentration limits, number of securities
Ban on short-selling
S_1_min
S_2_min
S_3_min
LK1
LK2
RU000A101TT2
RZD 001B-01
100%
28%
31%
34%
600 000
3 000 000
No
RU000A101Y18
RZD 001B-02
41%
44%
47%
400 000
2 000 000
RU000A102564
RZD 001B-03
26%
29%
32%
10 000 000
