28.07.2021 13:30
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from July 29-th, 2021:
| № | Ticker | Description | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |||
| 1 | RU000A0ZYJT2 | DOM.RF | 27% | 30% | 100% | 32% | 35% | 100% |
| 2 | RU000A100YY4 | DOM.RF | 21% | 24% | 100% | 23% | 26% | 100% |
| 3 | RU000A101JD7 | DOM.RF | 24% | 27% | 100% | 28% | 31% | 100% |
| 4 | RU000A103125 | DOM.RF | 100% | 100% | 100% | 28% | 31% | 100% |
| Ticker | Description | Current concentration limits, number of securities | New concentration limits, number of securities | ||
|---|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | ||
| RU000A103125 | DOM.RF | 2 000 | 2 001 | 225 045 | 1 125 225 |
| Ticker | Description | Current ban on short selling attribute | New ban on short selling attribute |
| RU000A103125 | DOM.RF | Yes | No |