14.10.2021 16:10
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from October 18-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 | 32% | 35% | 100% | 35% | 38% | 100% |
| 2 | RU000A0ZZV86 | DOM.RF | 26% | 29% | 100% | 30% | 33% | 100% |
| 3 | RU000A100YY4 | DOM.RF | 23% | 26% | 100% | 25% | 28% | 100% |
| 4 | RU000A101JD7 | DOM.RF | 28% | 31% | 100% | 23% | 26% | 100% |
| 5 | RU000A101TD6 | DOM.RF | 22% | 25% | 100% | 25% | 28% | 100% |
| 6 | RU000A102D46 | DOM.RF | 23% | 26% | 100% | 28% | 31% | 100% |
| 7 | RU000A102GD1 | DOM.RF | 24% | 27% | 100% | 27% | 30% | 100% |
| 8 | RU000A102GV3 | DOM.RF | 30% | 33% | 100% | 27% | 30% | 100% |
| 9 | RU000A100ZB9 | DOM.RF | 100% | 100% | 100% | 35% | 38% | 100% |
| Ticker | Description | Current concentration limits, number of securities | New concentration limits, number of securities | ||
|---|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | ||
| RU000A100YY4 | DOM.RF | 155 962 | 779 810 | 98 475 | 492 373 |
| RU000A0ZZCH9 | DOM.RF | 226 178 | 1 130 890 | 123 755 | 618 776 |
| RU000A0ZZNW5 | DOM.RF | 281 547 | 1 407 735 | 95 026 | 475 131 |
| RU000A100ZB9 | DOM.RF | 2 000 | 2 001 | 1 913 056 | 9 565 280 |
| Ticker | Description | Current ban on short selling attribute | New ban on short selling attribute |
|---|---|---|---|
| RU000A100ZB9 | DOM.RF | Yes | No |