CCPNCC will set the following risk parameters on Securities market Ozon Holdings PLC (ticker OZON):
Ticker
Description
Ban on short selling
Eligible as collateral
New market risk rates
New concentration limits
Scenarios for stress collateral calculation
S_1_min
S_2_min
S_3_min
1st level
2nd level
Scen_UP
Scen_DOWN
OZON
Ozon Holdings PLC
No
No
80%
90%
100%
26300
131 500
10%
10%
Additionally, CCP NCC will set for the first trading day PcH_max and PcL_max parameter values that define price up and down limits respectively equal to 40%.
