22.04.2021 18:28
Risk parameters change on Securities market
CCP NCC will set the following risk parameters on Securities market due to corporate actions:
| Ticker | Description | Current and from 10.05.2021 market risk rates |
Market risk rates from 23.04.2021 through 07.05.2021 |
Current and from 10.05.2021 ban on short selling | Ban on short selling from 23.04.2021 through 07.05.2021 | ||||
|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||||
| VTBA | VTBA ETF | 29% | 40% | 100% | 100% | 100% | 100% | No | Yes |
| VTBE | VTBE ETF | 28% | 40% | 100% | 100% | 100% | 100% | No | Yes |
| VTBH | VTBH ETF | 26% | 36% | 100% | 100% | 100% | 100% | No | Yes |
Additionally, the following risk parameters will be changed starting from May 10, 2021:
| Ticker | Description | Current concentration limits, units | Concentration limits from 10.05.2021, units | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| VTBA | VTBA ETF | 13 400 | 66 700 | 134 000 | 667 000 |
| VTBE | VTBE ETF | 13 374 | 45 687 | 133 740 | 456 870 |
| VTBH | VTBH ETF | 13 563 | 67 815 | 135 630 | 678 150 |
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