News

CCP NCC is changing the following risk parameters on Securities market starting from December 9, 2020.

№

Ticker

Description

Current market risk rates

New market risk rates

New concentration limits, number of securities

New

Ban on short selling

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

LK1

LK2

1

RU000A0ZZUL3

Bank GPB (JSC) 001P-02P

40%

43%

46%

14%

17%

20%

200 000

1 000 000

No

2

RU000A1003R8

Gazprombank BO 001P-06P

100%

100%

100%

14%

17%

20%

100 000

500 000

No

3

RU000A1007E7

Gazprombank BO 001P-07P

100%

100%

100%

12%

15%

18%

200 000

1 000 000

No

4

RU000A100832

Gazprombank BO 001P-08P

100%

100%

100%

12%

15%

18%

120 000

600 000

No

5

RU000A100DX0

Gazprombank BO 001P-10P

100%

100%

100%

8%

11%

14%

100 000

500 000

No

6

RU000A100JB3

Gazprombank BO 001P-12P

100%

100%

100%

14%

17%

20%

100 000

500 000

No

7

RU000A101TK1

Gazprombank BO 001P-15P

100%

100%

100%

10%

13%

16%

100 000

500 000

No

8

RU000A101WE8

VEB.RF PBO-001P-20

100%

100%

100%

17%

20%

23%

200 000

1 000 000

No

9

RU000A102CR0

Moscow Region MEF 35015

100%

100%

100%

16%

19%

22%

600 000

3 000 000

No

10

RU000A102CT6

Sverdlovsk Region 35009

100%

100%

100%

18%

21%

24%

160 000

800 000

No