News

CCP NCC sets the following risk parameters on Securities market starting from January 25, 2021:

 

Ticker

Description

Current market risk rates

New market risk rates

New concentration limits, number of securities

New eligible collateral

New ban on short selling attribute

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

LK1

LK2

1

RU000A102FR3

SBERBANK OF RUSSIA PJSC, 001Р-SBER18

100%

100%

100%

24%

27%

30%

500 000

2 500 000

Yes

No

2

RU000A102FS1

SISTEMA PJSFC, 001P-16

100%

100%

100%

13%

16%

19%

100 000

500 000

No

No

3

RU000A102G01

SOVCOMBANK PJSC, БО-П03

100%

100%

100%

8%

11%

14%

200 000

1 000 000

No

No

4

RU000A102FT9

SISTEMA PJSFC, 001P-17

100%

100%

100%

17%

20%

23%

280 000

1 400 000

No

No

5

RU000A102FC5

VEB.RF, ПБО-001Р-22

100%

100%

100%

14%

17%

20%

500 000

2 500 000

No

No

6

RU000A102G35

MOSCOW OBLAST, 35016

100%

100%

100%

16%

19%

22%

600 000

3 000 000

No

No

7

RU000A102GJ8

GAZPROMBANK JSC, 001Р-19Р

100%

100%

100%

14%

17%

20%

300 000

1 500 000

No

No

8

RU000A102HB3

RUSNANO OAO, БО-002P-05

100%

100%

100%

14%

17%

20%

110 000

550 000

No

No

9

RU000A102H75

ROSSELKHOZBANK, БО-005K-P

100%

100%

100%

7%

10%

13%

200 000

1 000 000

No

No

10

RU000A102H91

RUSSIAN HIGHWAYS, БО-003P-01

100%

100%

100%

17%

20%

23%

280 000

1 400 000

No

No

11

RU000A102L95

GAZPROM NEFT PJSC, 003P-04R

100%

100%

100%

13%

16%

19%

400 000

2 000 000

Yes

No

12

RU000A102M94

OGK-2 PJSC, 003Р-01

100%

100%

100%

10%

13%

16%

540 860

2 704 300

No

No