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
LK1
LK2
1
RU000A102GD1
DOM.RF Mortgage agent BO 1P3
100%
40%
43%
330,802
1,654,010
Нет
2
RU000A102D46
DOM.RF Mortgage agent 18-002P
280,378
1,401,890
3
RU000A101TD6
DOM.RF Mortgage agent 15-002P
325,055
1,625,275
4
RU000A102JB9
DOM.RF Mortgage agent BO 1P2
204,125
1,020,625
5
RU000A101JD7
DOM.RF Mortgage agent 05-001P
144,141
720,705
6
RU000A102GV3
DOM.RF Mortgage agent BO 1P1
116,504
582,520