CCP NCC is changing the following risk parameters on Securities market starting from November 30, 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
RU000A102A15
Saint-Petersburg 35003
100%
36%
39%
42%
600 000
3 000 000
2
RU000A102A07
ALFA-BANK 002P-08
14%
17%
20%
160 000
800 000
3
RU000A102AJ1
Promsvyazbank 003P-03
300 000
1 500 000
4
RU000A0JXHE4
Chelpipe 001P-02
9%
12%
15%
100 000
500 000
5
RU000A0JXME4
Chelpipe 001P-03
6
RU000A0JXTY7
Chelpipe 001P-04
7%
10%
13%
198 000
990 000
New
Eligible collateral
Ban on short selling
Yes
No
