News

CCP NCC sets the following risk parameters on Securities market starting from February 04, 2021:

 

Ticker

Description

Current market risk rates

New market risk rates

New concentration limits, number of securities

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

RU000A102GD1

DOM.RF Mortgage agent BO 1P3

100%

100%

100%

40%

43%

100%

330,802

1,654,010

Нет

2

RU000A102D46

DOM.RF Mortgage agent 18-002P

100%

100%

100%

40%

43%

100%

280,378

1,401,890

Нет

3

RU000A101TD6

DOM.RF Mortgage agent 15-002P

100%

100%

100%

40%

43%

100%

325,055

1,625,275

Нет

4

RU000A102JB9

DOM.RF Mortgage agent BO 1P2

100%

100%

100%

40%

43%

100%

204,125

1,020,625

Нет

5

RU000A101JD7

DOM.RF Mortgage agent 05-001P

100%

100%

100%

40%

43%

100%

144,141

720,705

Нет

6

RU000A102GV3

DOM.RF Mortgage agent BO 1P1

100%

100%

100%

40%

43%

100%

116,504

582,520

Нет