03.02.2022 12:03
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from February 7, 2022:
| № | Ticker | Current market risk rates, % | New market risk rates, % | New concentration limits, number of securities | |||||
|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | ||
| 1 | RU000A104FG2 | 100% | 100% | 100% | 12% | 15% | 18% | 180 000 | 900 000 |
| № | Ticker | Current stress scenario UP | Current stress scenario DOWN | New stress scenario UP | New stress scenario DOWN | New Ban on short selling |
|---|---|---|---|---|---|---|
| 1 | RU000A104FG2 | 0.00% | 0.00% | 2.25% | 2.25% | No |