29.10.2021 11:32
Risk parameters change on Securities and Derivatives market
- CCP NCC is changing the following risk parameters on Securities market starting from November 02, 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 | PIKK | PIK ordinary shares | 33% | 50% | 75% | 25% | 31% | 38% |
2 | RASP | Raspadskaya ordinary shares | 25% | 31% | 38% | 20% | 26% | 33% |
3 | RUAL | RUSAL ordinary shares | 20% | 26% | 33% | 17% | 23% | 30% |
4 | SGZH | Segezha ordinary shares | 33% | 50% | 75% | 25% | 31% | 38% |
№ | Ticker | Description | Current concentration limits, number of securities | New concentration limits, number of securities | ||
---|---|---|---|---|---|---|
LK_1 | LK_2 | LK_1 | LK_2 | |||
1 | RUAL | RUSAL ordinary shares | 2 580 000 | 12 900 000 | 4 295 510 | 21 477 550 |
2 | FLOT | Sovkomflot ordinary shares | 295 802 | 1 479 010 | 192 060 | 960 300 |
3 | HYDR | Rushydro ordinary shares | 92 351 969 | 461 759 845 | 70 167 094 | 350 835 469 |
4 | LKOH | Lukoil ordinary shares | 256 818 | 1 284 090 | 198 121 | 990 606 |
5 | MOEX | Moscow Exchange ordinary shares | 1 559 260 | 7 796 300 | 1 285 441 | 6 427 205 |
6 | OZON | Ozon Holdings PLC ORD SHS depository receipts | 73 298 | 366 490 | 55 943 | 279 713 |
7 | TGKD | Kvadra ordinary shares | 2 212 389 381 | 11 061 946 905 | 1 407 558 590 | 7 037 792 948 |
8 | TRNFP | Transneft preference shares | 339 | 1 695 | 265 | 1 325 |
- CCP NCC is changing the following risk parameters on Derivatives market starting from 7:00 pm on November 01, 2021:
№ | Underlying asset | Futures contract | Current minimum margin rates | New minimum margin rates | ||||
---|---|---|---|---|---|---|---|---|
MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |||
1 | PIKK | PIK ordinary shares futures | 33% | 50% | 75% | 25% | 31% | 38% |
№ | Underlying asset | Futures contract | Current concentration limits, number of securities | New concentration limits, number of securities | ||
---|---|---|---|---|---|---|
LK1 | LK2 | LK1 | LK2 | |||
1 | HYDR | Rushydro ordinary shares futures | 92 351 969 | 461 759 845 | 70 167 094 | 350 835 469 |
2 | LKOH | Lukoil ordinary shares futures | 256 818 | 1 284 090 | 198 121 | 990 606 |
3 | MOEX | Moscow Exchange ordinary shares futures | 1 559 260 | 7 796 300 | 1 285 441 | 6 427 205 |
4 | OZON | Ozon Holdings PLC ORD SHS depository receipts futures | 73 298 | 366 490 | 55 943 | 279 713 |
5 | TRNF | Transneft preference shares futures | 339 | 1 695 | 265 | 1 325 |
6 | TRNS | 0.1 of Transneft preference share value futures | 3 390 | 16 950 | 2 650 | 13 250 |