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                26.10.2022 18:39

                Risk parameters on Securities market

                CCP NCC changes the following risk parameters on Securities market starting from October, 27-th 2022 :

                Ticker Description Current market risk rates, % New market risk rates, %
                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 RU000A1059Q2 PJSC "LUKOIL" ZO-30 100% 100% 100% 27% 30% 33%
                2 RU000A1059N9 PJSC "LUKOIL" ZO-26 100% 100% 100% 20% 23% 26%


                 

                Ticker Description Current concentration limits, number of securities New concentration limits, number of securities
                LK_1 LK_2 LK_1 LK_2
                1 RU000A1059Q2 PJSC "LUKOIL" ZO-30 2 000 2 001 30 000 150 000
                2 RU000A1059N9 PJSC "LUKOIL" ZO-26 2 000 2 001 20 000 100 000

                 

                Ticker Description Current Ban on short selling New Ban on short selling
                1 RU000A1059Q2 PJSC "LUKOIL" ZO-30 Yes No
                2 RU000A1059N9 PJSC "LUKOIL" ZO-26 Yes No


                 

                Ticker Description Current stress scenario UP, % Current stress scenario DOWN, % New stress scenario UP, % New stress scenario DOWN, %
                1 RU000A1059Q2 PJSC "LUKOIL" ZO-30 0% 0% 2% 2%
                2 RU000A1059N9 PJSC "LUKOIL" ZO-26 0% 0% 2% 2%
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