14.12.2020 19:16
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from December 21, 2020.
| № | Ticker | 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 | XS2063279959 | 100% | 100% | 100% | 22% | 25% | 28% | 17 000 | 85 000 | No |
| 2 | RU000A102879 | 100% | 100% | 100% | 24% | 27% | 30% | 105 | 525 | No |
| 3 | XS1513741311 | 100% | 100% | 100% | 8% | 11% | 14% | 14 000 | 70 000 | No |
| 4 | XS1760786340 | 100% | 100% | 100% | 16% | 19% | 22% | 10 000 | 50 000 | No |
| 5 | XS1589106910 | 36% | 39% | 80% | 100% | 100% | 100% | 2 000 | 2 001 | Yes |