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