CCP NCC sets the following risk parameters on Securities market starting from November 27, 2020:
№
Ticker
Description
Current market risk rates
New market risk rates
New concentration limits, number of securities
New ban on short selling attribute
S_1_min
S_2_min
S_3_min
LK1
LK2
1
RU000A1028U9
RZD 001B-04
100%
26%
29%
32%
1 600 000
8 000 000
No
2
XS2243636219
Gaz Finance Plc UNDT
28%
31%
34%
20 000
100 000
3
XS2243631095
Gaz Finance Plc UNDT USD
28 000
140 000