News

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