CCP NCC is changing the following risk parameters on Securities market starting from December 23, 2020.
№
Ticker
New market risk rates
Current market risk rates
New concentration limits, number of securities
Old concentration limits, number of securities
S_1_min
S_2_min
S_3_min
LK1
LK2
1
OZON
70%
80%
95%
90%
100%
107 200
536 000
26 300
131 500
2
FLOT
35%
55%
78%
453 700
2 268 500
2 000
2 001
If the market volatility does not significantly increase, CCP NCC will set the following risk parameters during New Year/Christmas Holidays:
Security
Market risk rates
from December 29, 2020 through January 8, 2021
from January 11, 2021
38%
58%
81%
