CCP NCC is changing the following risk parameters on Securities market starting from December 24, 2020.
|
№ |
Ticker |
Current market risk rates |
New market risk rates |
New concentration limits, number of securities |
New Ban on short selling |
New Collateral Flag |
|||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
LK1 |
LK2 |
||||
|
1 |
RU000A102CU4 |
100% |
100% |
100% |
28% |
31% |
34% |
360 000 |
1 800 000 |
No |
Yes |
|
2 |
RU000A102F28 |
100% |
100% |
100% |
24% |
27% |
30% |
300 000 |
1 500 000 |
No |
Yes |
|
3 |
RU000A102DB2 |
100% |
100% |
100% |
14% |
17% |
20% |
400 000 |
2 000 000 |
No |
No |
|
4 |
RU000A102DQ0 |
100% |
100% |
100% |
14% |
17% |
20% |
200 000 |
1 000 000 |
No |
No |
|
5 |
RU000A102E52 |
100% |
100% |
100% |
21% |
24% |
27% |
100 000 |
500 000 |
No |
No |
|
6 |
RU000A102E37 |
100% |
100% |
100% |
30% |
33% |
36% |
660 |
3 300 |
No |
No |
|
7 |
RU000A102FE1 |
100% |
100% |
100% |
25% |
28% |
31% |
800 |
4 000 |
No |
No |
|
8 |
RU000A100KW7 |
100% |
100% |
100% |
14% |
17% |
20% |
100 000 |
500 000 |
No |
Yes |
|
9 |
RU000A100KX5 |
100% |
100% |
100% |
14% |
17% |
20% |
200 000 |
1 000 000 |
No |
Yes |
|
10 |
RU000A101QW2 |
100% |
100% |
100% |
28% |
31% |
34% |
400 000 |
2 000 000 |
No |
Yes |
|
11 |
RU000A0ZZXS2 |
100% |
100% |
100% |
28% |
31% |
34% |
300 000 |
1 500 000 |
No |
Yes |
|
12 |
XS1319820897 |
100% |
100% |
100% |
25% |
28% |
31% |
40 000 |
200 000 |
No |
No |
|
13 |
XS2252958751 |
100% |
100% |
100% |
22% |
25% |
28% |
25 000 |
125 000 |
No |
No |