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02.07.2021 14:36

Risk parameters change on Securities and Derivatives market

CCP NCC is changing the following risk parameters starting from July 5, 2021:

Securities market

№	Ticker	Current concentration limits, units		New concentration limits, units
№	Ticker	LK_1	LK_2	LK_1	LK_2
1	CHMF	167 953	839 765	302 859	1 514 295
2	NLMK	1 000 635	5 003 175	1 743 499	8 717 495
3	VTBR	4 467 654 007	22 338 270 035	9 020 485 980	45 102 429 900
4	MAGN	3 348 359	16 741 795	5 438 277	27 191 385
5	RUAL	2 659 447	13 297 235	4 497 897	22 489 485
6	OZON	33 995	169 975	73 298	366 490
7	MVID	53 225	266 125	85 470	427 350
8	PIKK	27 305	136 525	39 385	196 925
9	AGRO	20 401	102 005	25 199	125 995
10	RASP	73 780	368 900	114 003	570 015
11	TRMK	108 696	543 480	250 378	1 251 890

Derivatives market

№	Underlying	Current concentration limits, units		New concentration limits, units
№	Underlying	LK_1	LK_2	LK_1	LK_2
1	CHMF	167 953	839 765	302 859	1 514 295
2	NLMK	1 000 635	5 003 175	1 743 499	8 717 495
3	VTBR	4 467 654 007	22 338 270 035	9 020 485 980	45 102 429 900
4	MAGN	3 348 359	16 741 795	5 438 277	27 191 385
5	OZON	33 995	169 975	73 298	366 490

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