News

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

S_1_min

S_2_min

S_3_min

1

RU000A0JWVL2

Evroplan BO-7

26%

29%

32%

100%

100%

100%

Yes

2

RU000A100W60

Europlan BO-03

14%

17%

20%

100%

100%

100%

Yes

3

RU000A0JVQT7

Evroplan BO-2

8%

11%

14%

100%

100%

100%

Yes

4

RU000A0ZZBV2

Europlan BO-08

7%

10%

13%

100%

100%

100%

Yes

5

RU000A100TF3

RUSAL Bratsk BO-001P-03

14%

17%

20%

100%

100%

100%

Yes

6

RU000A1011C3

RUSAL Bratsk BO-001P-04

14%

17%

20%

100%

100%

100%

Yes

7

RU000A100BB0

RUSAL Bratsk BO-001P-01

13%

16%

19%

100%

100%

100%

Yes

8

RU000A100YE6

TransContainer PBO-01

16%

19%

22%

100%

100%

100%

Yes

9

RU000A0ZYPG6

TransKonteiner BO-01

15%

18%

21%

100%

100%

100%

Yes

10

RU000A0ZYCR1

TransKomplektHolding BO-P1

9%

12%

15%

100%

100%

100%

Yes

CCP NCC changes the above risk parameters within regular monitoring process according to the criteria for bonds available for marginal trading.