15.11.2019 17:24
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from November 22, 2019:
| Security | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|
| 1st level, S_1_min |
2nd level, S_2_min |
3rd level, S_3_min |
1st level, S_1_min |
2nd level, S_2_min |
3rd level, S_3_min |
|
| RU000A1004S4 | 100 % | 100% | 100% | 13% | 16% | 19% |
| RU000A100F95 | 100% | 100% | 100% | 10% | 13% | 16% |
| RU000A100PE4 | 100% | 100% | 100% | 14% | 17% | 20% |
| RU000A0JUAT3 | 16% | 19% | 22% | 40% | 43% | 46% |
| RU000A0JWGS8 | 7% | 10% | 13% | 40% | 43% | 46% |
| Security | Ban on short-selling | New concentration limits, units | |
|---|---|---|---|
| 1st level, LK_1 | 2nd level, LK_2 | ||
| RU000A1004S4 | No | 100 000 | 500 000 |
| RU000A100F95 | No | 100 000 | 500 000 |
| RU000A100PE4 | No | 160 000 | 800 000 |