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