News

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

S_1_min

S_2_min

S_3_min

LK1

LK2

1

RU000A102M94    

OGK-2 PJSC, 003Р-01

10%

13%

16%

10%

13%

16%

540 860

2 704 300

Yes

No

2

RU000A102HC1

SBERBANK OF RUSSIA PJSC, 002SUB-02R

100%

100%

100%

25%

28%

31%

 112  

 560  

No

No

3

RU000A102JZ8

ALFA-BANK AO, 002P-09

100%

100%

100%

14%

17%

20%

 160 000  

 800 000  

No

No

4

RU000A102K39

RESO-LEASING LLC, BO-P-08

100%

100%

100%

14%

17%

20%

 100 000  

 500 000  

No

No