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
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%
100 000
500 000
3
RU000A1007E7
Gazprombank BO 001P-07P
12%
15%
18%
4
RU000A100832
Gazprombank BO 001P-08P
120 000
600 000
5
RU000A100DX0
Gazprombank BO 001P-10P
8%
11%
6
RU000A100JB3
Gazprombank BO 001P-12P
7
RU000A101TK1
Gazprombank BO 001P-15P
10%
13%
16%
8
RU000A101WE8
VEB.RF PBO-001P-20
23%
9
RU000A102CR0
Moscow Region MEF 35015
19%
22%
3 000 000
10
RU000A102CT6
Sverdlovsk Region 35009
21%
24%
160 000
800 000