CCP NCC sets the following risk parameters on Securities market starting from February 5, 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
LK1
LK2
1
RU000A102M94
OGK-2 PJSC, 003Р-01
10%
13%
16%
540 860
2 704 300
Yes
No
2
RU000A102HC1
SBERBANK OF RUSSIA PJSC, 002SUB-02R
100%
25%
28%
31%
112
560
3
RU000A102JZ8
ALFA-BANK AO, 002P-09
14%
17%
20%
160 000
800 000
4
RU000A102K39
RESO-LEASING LLC, BO-P-08
100 000
500 000