CCP NCC is changing the following risk parameters on Securities market starting from December 21, 2020.
№
Ticker
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
XS2063279959
100%
22%
25%
28%
17 000
85 000
No
2
RU000A102879
24%
27%
30%
105
525
3
XS1513741311
8%
11%
14%
14 000
70 000
4
XS1760786340
16%
19%
10 000
50 000
5
XS1589106910
36%
39%
80%
2 000
2 001
Yes