12.11.2021 15:55
Risk parameters change on Securities and Derivatives market
- CCP NCC is changing the following risk parameters on Securities market starting from November 19, 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 | APTK | PHARMACY CHAIN 36.6 PJSC | 50% | 75% | 95% | 70% | 80% | 95% |
2 | BELU | BELUGA GROUP PJSC | 50% | 75% | 95% | 42% | 48% | 55% |
3 | DSKY | DETSKY MIR PJSC | 50% | 75% | 95% | 25% | 31% | 38% |
4 | GCHE | CHERKIZOVO GROUP PJSC | 50% | 75% | 95% | 33% | 50% | 75% |
5 | NKNC | NIZHNEKAMSKNEFTEKHIM PJSC | 50% | 75% | 95% | 33% | 50% | 75% |
6 | RASP | RASPADSKAYA OJSC | 20% | 26% | 33% | 17% | 23% | 30% |
№ | Ticker | Description | Current concentration limits, number of securities | New concentration limits, number of securities | ||
---|---|---|---|---|---|---|
LK_1 | LK_2 | LK_1 | LK_2 | |||
1 | GCHE | CHERKIZOVO GROUP PJSC ordinary shares | 4 524 | 22 620 | 2 824 | 14 122 |
2 | CBOM | CREDIT BANK OF MOSCOW PJSC ordinary shares | 10 142 774 | 50 713 870 | 13 120 769 | 65 603 844 |
3 | FEES | FEDERAL GRID CO UNIFIED ENER ordinary shares | 249 707 474 | 1 248 537 370 | 206 809 375 | 1 034 046 875 |
4 | MTLR | MECHEL PJSC ordinary shares | 336 421 | 1 682 105 | 1 187 689 | 5 938 443 |
5 | MTLRP | MECHEL-PREF preference shares | 104 104 | 520 520 | 287 531 | 1 437 656 |
6 | PIKK | PIK GROUP PJSC ordinary shares | 39 385 | 196 925 | 85 906 | 429 529 |
7 | SMLT | SAMOLET GROUP ordinary shares | 5 996 | 29 980 | 17 782 | 88 912 |
8 | VSMO | VSMPO-AVISMA CORP PJSC ordinary shares | 407 | 2 035 | 268 | 1 339 |
- CCP NCC is changing the following risk parameters on Derivatives market starting from 7:00 pm on November 18, 2021:
№ | Underlying asset | Futures contract | Current concentration limits, number of securities | New concentration limits, number of securities | ||
---|---|---|---|---|---|---|
LK1 | LK2 | LK1 | LK2 | |||
1 | FEES | FEDERAL GRID CO UNIFIED ENER ordinary shares futures | 249 707 474 | 1 248 537 370 | 206 809 375 | 1 034 046 875 |
2 | PIKK | PIK GROUP PJSC ordinary shares futures | 39 385 | 196 925 | 85 906 | 429 529 |