12.04.2021 15:50
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from April 14, 2021.
| № | 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 | RU000A0ZYJT2 | Mortgage agent DOM RF 2P | 40% | 43% | 46% | 27% | 30% | 100% | 963 956 | 4 819 780 | No |
| 2 | RU000A0ZZCH9 | DOM.RF Mortgage agent 05-002P | 100% | 100% | 100% | 23% | 26% | 100% | 226 178 | 1 130 890 | No |
| 3 | RU000A0ZZNW5 | DOM.RF Mortgage agent 04-002P | 100% | 100% | 100% | 23% | 26% | 100% | 281 547 | 1 407 735 | No |
| 4 | RU000A0ZZV86 | DOM.RF Mortgage agent 06-002P | 40% | 43% | 46% | 26% | 29% | 100% | 1 485 276 | 7 426 380 | No |
| 5 | RU000A100YY4 | DOM.RF Mortgage agent 11-002P | 100% | 100% | 100% | 21% | 24% | 100% | 155 962 | 779 810 | No |
| 6 | RU000A101JD7 | DOM.RF Mortgage agent 05-001P | 40% | 43% | 100% | 24% | 27% | 100% | 144 141 | 720 705 | No |
| 7 | RU000A101TD6 | DOM.RF Mortgage agent 15-002P | 40% | 43% | 100% | 22% | 25% | 100% | 325 055 | 1 625 275 | No |
| 8 | RU000A102D46 | DOM.RF Mortgage agent 18-002P | 40% | 43% | 100% | 23% | 26% | 100% | 280 378 | 1 401 890 | No |
| 9 | RU000A102GD1 | DOM.RF Mortgage agent BO 1P3 | 40% | 43% | 100% | 24% | 27% | 100% | 330 802 | 1 654 010 | No |
| 10 | RU000A102GV3 | DOM.RF Mortgage agent BO 1P1 | 40% | 43% | 100% | 30% | 33% | 100% | 116 504 | 582 520 | No |
| 11 | RU000A102JB9 | DOM.RF Mortgage agent BO 1P2 | 40% | 43% | 100% | 29% | 32% | 100% | 204 125 | 1 020 625 | No |