07.12.2020 14:27
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from December 9, 2020.
| № | Ticker | Description | Current market risk rates | New market risk rates | New concentration limits, number of securities | New Ban on short selling |
|||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | ||||
| 1 | RU000A0ZZUL3 | Bank GPB (JSC) 001P-02P | 40% | 43% | 46% | 14% | 17% | 20% | 200 000 | 1 000 000 | No |
| 2 | RU000A1003R8 | Gazprombank BO 001P-06P | 100% | 100% | 100% | 14% | 17% | 20% | 100 000 | 500 000 | No |
| 3 | RU000A1007E7 | Gazprombank BO 001P-07P | 100% | 100% | 100% | 12% | 15% | 18% | 200 000 | 1 000 000 | No |
| 4 | RU000A100832 | Gazprombank BO 001P-08P | 100% | 100% | 100% | 12% | 15% | 18% | 120 000 | 600 000 | No |
| 5 | RU000A100DX0 | Gazprombank BO 001P-10P | 100% | 100% | 100% | 8% | 11% | 14% | 100 000 | 500 000 | No |
| 6 | RU000A100JB3 | Gazprombank BO 001P-12P | 100% | 100% | 100% | 14% | 17% | 20% | 100 000 | 500 000 | No |
| 7 | RU000A101TK1 | Gazprombank BO 001P-15P | 100% | 100% | 100% | 10% | 13% | 16% | 100 000 | 500 000 | No |
| 8 | RU000A101WE8 | VEB.RF PBO-001P-20 | 100% | 100% | 100% | 17% | 20% | 23% | 200 000 | 1 000 000 | No |
| 9 | RU000A102CR0 | Moscow Region MEF 35015 | 100% | 100% | 100% | 16% | 19% | 22% | 600 000 | 3 000 000 | No |
| 10 | RU000A102CT6 | Sverdlovsk Region 35009 | 100% | 100% | 100% | 18% | 21% | 24% | 160 000 | 800 000 | No |