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
LK1
LK2
1
RU000A102CU4
100%
28%
31%
34%
360 000
1 800 000
No
Yes
2
RU000A102F28
24%
27%
30%
300 000
1 500 000
3
RU000A102DB2
14%
17%
20%
400 000
2 000 000
4
RU000A102DQ0
200 000
1 000 000
5
RU000A102E52
21%
100 000
500 000
6
RU000A102E37
33%
36%
660
3 300
7
RU000A102FE1
25%
800
4 000
8
RU000A100KW7
9
RU000A100KX5
10
RU000A101QW2
11
RU000A0ZZXS2
12
XS1319820897
40 000
13
XS2252958751
22%
25 000
125 000