27.11.2020 17:45
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from November 30, 2020:
| № | 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 | RU000A102EF1 | Rosneft 003P-01 | 100% | 100% | 100% | 8% | 11% | 14% | 8,000,000 | 40,000,000 | Yes | No |
| 2 | RU000A102EE4 | Rosneft 003P-02 | 100% | 100% | 100% | 8% | 11% | 14% | 8,000,000 | 40,000,000 | Yes | No |