CCP NCC is changing risk parameters on Securities market starting from November 27, 2020:
№
Ticker
Description
Current market risk rates
New market risk rates
New ban on short selling attribute
S_1_min
S_2_min
S_3_min
1
RU000A0JWVL2
Evroplan BO-7
26%
29%
32%
100%
Yes
2
RU000A100W60
Europlan BO-03
14%
17%
20%
3
RU000A0JVQT7
Evroplan BO-2
8%
11%
4
RU000A0ZZBV2
Europlan BO-08
7%
10%
13%
5
RU000A100TF3
RUSAL Bratsk BO-001P-03
6
RU000A1011C3
RUSAL Bratsk BO-001P-04
7
RU000A100BB0
RUSAL Bratsk BO-001P-01
16%
19%
8
RU000A100YE6
TransContainer PBO-01
22%
9
RU000A0ZYPG6
TransKonteiner BO-01
15%
18%
21%
10
RU000A0ZYCR1
TransKomplektHolding BO-P1
9%
12%
CCP NCC changes the above risk parameters within regular monitoring process according to the criteria for bonds available for marginal trading.