NCC | Risk parameters on Securities market

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30 November 2020 Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market:

PcH_max and PcL_max parameter values starting from December 1, 2020:

№	Ticker	Name	Price up limit PcH_max	Price down limit PcL_max
1	ABT-RM	Abbott Laboratories	40%	40%
2	CAT-RM	Caterpillar Inc.	40%	40%
3	CRM-RM	salesforce.com, inc.	40%	40%
4	CVX-RM	Chevron Corporation	40%	40%
5	IBM-RM	INTERNATIONAL BUSINESS MACHINES CORPORATION	40%	40%
6	JNJ-RM	Johnson & Johnson	40%	40%
7	KHC-RM	The Kraft Heinz Company	40%	40%
8	KO-RM	THE COCA-COLA COMPANY	40%	40%
9	NEE-RM	NextEra Energy, Inc.	40%	40%
10	NKE-RM	NIKE, Inc. class B	40%	40%
11	PG-RM	The Procter & Gamble Company	40%	40%
12	SBUX-RM	Starbucks Corporation	40%	40%
13	TGT-RM	Target Corporation	40%	40%
14	UBER-RM	Uber Technologies, Inc.	40%	40%
15	VTRS-RM	Viatris Inc.	40%	40%

PcH_max and PcL_max parameter values starting from December 2, 2020:

№	Ticker	Name	Price up limit PcH_max	Price down limit PcL_max
1	ABT-RM	Abbott Laboratories	100%	100%
2	CAT-RM	Caterpillar Inc.	100%	100%
3	CRM-RM	salesforce.com, inc.	100%	100%
4	CVX-RM	Chevron Corporation	100%	100%
5	IBM-RM	INTERNATIONAL BUSINESS MACHINES CORPORATION	100%	100%
6	JNJ-RM	Johnson & Johnson	100%	100%
7	KHC-RM	The Kraft Heinz Company	100%	100%
8	KO-RM	THE COCA-COLA COMPANY	100%	100%
9	NEE-RM	NextEra Energy, Inc.	100%	100%
10	NKE-RM	NIKE, Inc. class B	100%	100%
11	PG-RM	The Procter & Gamble Company	100%	100%
12	SBUX-RM	Starbucks Corporation	100%	100%
13	TGT-RM	Target Corporation	100%	100%
14	UBER-RM	Uber Technologies, Inc.	100%	100%
15	VTRS-RM	Viatris Inc.	100%	100%