13.07.2021 16:30
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from July 16, 2021:
| № | Ticker | Description | Current market risk rates | New market risk rates | New concentration limits, number of securities | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | |||
| 1 | RU000A0JV3L4 | BANK OTKRITIE FINANCIAL | 100% | 100% | 100% | 40% | 43% | 46% | 100 000 | 500 000 |
| 2 | RU000A0JS5L4 | METTALOININVEST HLDG | 100% | 100% | 100% | 40% | 43% | 46% | 200 000 | 1 000 000 |
| 3 | RU000A0JS5A7 | METTALOININVEST HLDG | 100% | 100% | 100% | 40% | 43% | 46% | 200 000 | 1 000 000 |
| 4 | RU000A0JWBP5 | PERVYI KONTEINERNYI | 100% | 100% | 100% | 40% | 43% | 46% | 100 000 | 500 000 |
| 5 | RU000A1004A2 | NEW FORWARDING CO OJSC | 100% | 100% | 100% | 11% | 14% | 17% | 100 000 | 500 000 |
| 6 | RU000A0JW5E3 | PERVYI KONTEINERNYI | 100% | 100% | 100% | 40% | 43% | 46% | 100 000 | 500 000 |
| 7 | RU000A0JVRN8 | LENTA LLC | 100% | 100% | 100% | 40% | 43% | 46% | 100 000 | 500 000 |
| 8 | RU000A0ZYTZ8 | NEW FORWARDING CO OJSC | 100% | 100% | 100% | 8% | 11% | 14% | 100 000 | 500 000 |
| 9 | RU000A0ZYCR1 | TRANSKOMPLEKHOLDING | 100% | 100% | 100% | 7% | 10% | 13% | 140 000 | 700 000 |
| 10 | RU000A0JW0S4 | PERVYI KONTEINERNYI | 100% | 100% | 100% | 40% | 43% | 46% | 100 000 | 500 000 |
| 11 | RU000A101LH4 | IKS 5 FINANS | 100% | 100% | 100% | 8% | 11% | 14% | 200 000 | 1 000 000 |
| 12 | RU000A1012N8 | IDGC OF CENTRE PJSC | 100% | 100% | 100% | 9% | 12% | 15% | 100 000 | 500 000 |
| 13 | RU000A0JS4J1 | WESTERN HIGH-SPEED DIAME | 100% | 100% | 100% | 23% | 26% | 29% | 100 000 | 500 000 |
| 14 | RU000A0JS4K9 | WESTERN HIGH-SPEED DIAME | 100% | 100% | 100% | 26% | 29% | 32% | 100 000 | 500 000 |
| 15 | RU000A0JRJL7 | WESTERN HIGH-SPEED DIAME | 100% | 100% | 100% | 24% | 27% | 30% | 100 000 | 500 000 |
| 16 | RU000A1034P7 | VTB BANK PJSC SUBORDINATED | 100% | 100% | 100% | 28% | 31% | 34% | 40 | 200 |
| № | Ticker | Description | Current ban on short selling attribute | New ban on short selling attribute |
|---|---|---|---|---|
| 1 | RU000A0JV3L4 | BANK OTKRITIE FINANCIAL | Yes | No |
| 2 | RU000A0JS5L4 | METTALOININVEST HLDG | Yes | No |
| 3 | RU000A0JS5A7 | METTALOININVEST HLDG | Yes | No |
| 4 | RU000A0JWBP5 | PERVYI KONTEINERNYI | Yes | No |
| 5 | RU000A1004A2 | NEW FORWARDING CO OJSC | Yes | No |
| 6 | RU000A0JW5E3 | PERVYI KONTEINERNYI | Yes | No |
| 7 | RU000A0JVRN8 | LENTA LLC | Yes | No |
| 8 | RU000A0ZYTZ8 | NEW FORWARDING CO OJSC | Yes | No |
| 9 | RU000A0ZYCR1 | TRANSKOMPLEKHOLDING | Yes | No |
| 10 | RU000A0JW0S4 | PERVYI KONTEINERNYI | Yes | No |
| 11 | RU000A101LH4 | IKS 5 FINANS | Yes | No |
| 12 | RU000A1012N8 | IDGC OF CENTRE PJSC | Yes | No |
| 13 | RU000A0JS4J1 | WESTERN HIGH-SPEED DIAME | Yes | No |
| 14 | RU000A0JS4K9 | WESTERN HIGH-SPEED DIAME | Yes | No |
| 15 | RU000A0JRJL7 | WESTERN HIGH-SPEED DIAME | Yes | No |
| 16 | RU000A1034P7 | VTB BANK PJSC SUBORDINATED | Yes | No |