29.11.2021 15:10

Risk parameters change on Securities market

CCP NCC is changing the following risk parameters on Securities market starting from November 30, 2021.

Ticker Current market risk rates New market risk rates New concentration limits, number of securities New
Ban on short selling
New Collateral Flag
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min LK1 LK2
1 RU000A103PE8 100% 100% 100% 13% 16% 19% 300 000 1 500 000 No No
2 RU000A103RD6 100% 100% 100% 14% 17% 20% 200 000 1 000 000 No No

 

Ticker Current stress scenario UP Current stress scenario DOWN New stress scenario UP New stress scenario DOWN
1 RU000A103PE8 0.00% 0.00% 3.75% 3.75%
2 RU000A103RD6 0.00% 0.00% 3.75% 3.75%
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