CCP NCC is changing the following risk parameters starting from July 5, 2021:
- Securities market
№ |
Ticker |
Current concentration limits, units |
New concentration limits, units |
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 |
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 |