03.11.2023 13:20
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from November 8-th 2023:
- Market risk rates and concentration limits:
| № | Ticker | Current market risk rates, % | Market risk rates from 08.11.2023, % | Current concentration limits | Concentration limits from 08.112023 | ||||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | ||
| 1 | CARM | 100% | 100% | 100% | 70% | 80% | 95% | 2,000 | 2,001 | 3,920,800 | 19,604,000 |
| 2 | AGRO | 25% | 50% | 70% | 50% | 75% | 95% | 20,761 | 103,806 | 32,299 | 161,495 |
| 3 | GTRK | 50% | 75% | 95% | 70% | 80% | 95% | 168,981 | 844,905 | 256,651 | 1,283,255 |
| 4 | RNFT | 33% | 50% | 75% | 50% | 75% | 95% | 108,968 | 544,840 | 715,767 | 3,578,835 |
- Short sells limits:
| № | Ticker | Current uncovered purchases limit | Short sales limit from 08.11.2023 |
| 1 | APTK | 0 | - 1,029,108 |
| 2 | GCHE | 0 | - 4,074 |
| 3 | KLSB | 0 | - 378,890 |
| 4 | LIFE | 0 | - 3,781,849 |
| 5 | LSNG | 0 | - 805,085 |
| 6 | ROLO | 0 | - 48,480,354 |
| 7 | SVAV | 0 | - 61,931 |
| 8 | TGKB | 0 | - 875,500,120 |
| 9 | TTLK | 0 | - 13,609,939 |
| 10 | VKCO | 0 | - 183,365 |
| 11 | GECO | 0 | - 149,312 |
| 12 | CARM | 0 | - 3,885,004 |
| 13 | ASTR | 0 | - 20,508 |
| 14 | SOFL | 0 | - 61,617 |