23.10.2018 16:06
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from October 25, 2018:
- Market risk rates and concentration limits for ADR GMK NorilskiyNikel:
| № | Ticker | Description | Current market risk rates | New market risk rates | Current concentration limits | New concentration limits | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK_1 | LK_2 | LK_1 | LK_2 | |||
| 1 | MNOD-ME | ADR GMK NorilskiyNikel ORD SHS | 31% | 44% | 69% | 17% | 21% | 28% | 788 975 | 3 944 875 | 409 080 | 2 045 400 |
- Short sell ban will be cancelled for SAFMAR (SFIN) и RussNeft (RNFT) ordinary shares.