14.06.2022 13:37
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from June, 15 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 | RU000A104V26 | 100% | 100% | 100% | 12% | 15% | 18% | Yes | No |
| № | Ticker | Current stress scenario UP | Current stress scenario DOWN | New stress scenario UP | New stress scenario DOWN | |
|---|---|---|---|---|---|---|
| 1 | RU000A104V26 | 0% | 0% | 1.5% | 1.5% |
| № | Ticker | Concentration limit, # of securities | |
|---|---|---|---|
| Level 1 | Level 2 | ||
| 1 | RU000A104V26 | 180 000 | 900 000 |