CCP NCC is changing risk parameters on Securities market starting from November 18, 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
LK1
LK2
1
RU000A1028C7
QIWI Finance 001P-01
100%
14%
17%
20%
100,000
500,000
2
RU000A102960
RN Bank BO-001P-07
160,000
800,000
3
RU000A1028G8
Rostelecom 002P-05R
23%
200,000
1,000,000
4
RU000A102986
SUEK - Finance 001P-06R
280,000
1,400,000
5
RU000A1028T1
FGC UES BO 001P-02R
42%
45%
48%
6
RU000A1023K1
Sistema PJSFC 001P-15
7
RU000A1023H7
International Invest. Bank 1P5
13%
16%
19%
140,000
700,000
8
RU000A1025H2
Bank RRDB 1P-05
12%
15%
18%
9
CH0419041618
RZD CAPITAL PLC 0.898 03/10/25
26%
1,400
7,000
10
XS2184900186
VEON Holdings B.V. 18/06/25
4,000
20,000
11
XS2249778247
GTLK Europe Capital DAC 4.8
22%
25%
28%
10,000
50,000
New
Eligible collateral
New ban on short selling attribute
No
Yes
