NCC | Risk parameters on Securities market

19 November 2020 Risk parameters on Securities market

CCP NCC 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
Ticker	Description	Ban on short selling	Eligible as collateral	S_1_min	S_2_min	S_3_min	1^st level	2^nd level	Scen_UP	Scen_DOWN
OZON	Ozon Holdings PLC	No	No	80%	90%	100%	26 300	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%.