10.06.2022 12:35
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from June, 27 2022 :
| № | Ticker | Current market risk rates, % | New market risk rates, % | Current ban on short selling | New ban on short selling | ||||
|---|---|---|---|---|---|---|---|---|---|
| Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | ||||
| 1 | RU000A100UU0 | 9% | 12% | 15% | 100% | 100% | 100% | No | Yes |
| 2 | RU000A102960 | 12% | 15% | 18% | 100% | 100% | 100% | No | Yes |
| 3 | RU000A1030Y7 | 14% | 17% | 20% | 100% | 100% | 100% | No | Yes |
| 4 | RU000A103NY1 | 15% | 18% | 21% | 100% | 100% | 100% | No | Yes |
| 5 | RU000A104L36 | 13% | 16% | 19% | 100% | 100% | 100% | No | Yes |
| 6 | RU000A100YW8 | 9% | 12% | 15% | 100% | 100% | 100% | No | Yes |
| 7 | RU000A1026V1 | 12% | 15% | 18% | 100% | 100% | 100% | No | Yes |
| № | Ticker | Current stress scenario UP | Current stress scenario DOWN | New stress scenario UP | New stress scenario DOWN | |
|---|---|---|---|---|---|---|
| 1 | RU000A100UU0 | 2.25% | 2.25% | 0% | 0% | |
| 2 | RU000A102960 | 2.25% | 2.25% | 0% | 0% | |
| 3 | RU000A1030Y7 | 3.75% | 3.75% | 0% | 0% | |
| 4 | RU000A103NY1 | 3.75% | 3.75% | 0% | 0% | |
| 5 | RU000A104L36 | 3.75% | 3.75% | 0% | 0% | |
| 6 | RU000A100YW8 | 2.25% | 2.25% | 0% | 0% | |
| 7 | RU000A1026V1 | 2.25% | 2.25% | 0% | 0% |