CCP NCC changes the following risk parameters on Securities market starting from July 9-th, 2024:
- Market risk rates and concentration limits:
| Ticker |
Current market risk rates, % |
Market risk rates from 09.07.2024 |
Current concentration limits |
Concentration limits from 09.07.2024 |
| S1_min |
S2_min |
S3_min |
S1_min |
S2_min |
S3_min |
LK1 |
LK2 |
LK1 |
LK2 |
| RU000A1041Q0 |
100% |
100% |
100% |
13% |
16% |
25% |
2,000 |
2,001 |
107 062 |
535 310 |
| RU000A104UV0 |
100% |
100% |
100% |
16% |
19% |
29% |
2,000 |
2,001 |
123 673 |
618 365 |
| RU000A104X32 |
100% |
100% |
100% |
15% |
18% |
27% |
2,000 |
2,001 |
134 084 |
670 420 |
| RU000A1058R2 |
100% |
100% |
100% |
17% |
20% |
29% |
2,000 |
2,001 |
132 774 |
663 870 |
| RU000A105JF3 |
100% |
100% |
100% |
18% |
21% |
30% |
2,000 |
2,001 |
109 556 |
547 780 |
| RU000A105NN9 |
100% |
100% |
100% |
13% |
16% |
26% |
2,000 |
2,001 |
1 095 790 |
5 478 950 |
| RU000A105NZ3 |
100% |
100% |
100% |
18% |
21% |
30% |
2,000 |
2,001 |
122 575 |
612 875 |
| RU000A106FM5 |
100% |
100% |
100% |
18% |
21% |
31% |
2,000 |
2,001 |
347 823 |
1 739 115 |
| RU000A107G55 |
100% |
100% |
100% |
15% |
18% |
27% |
2,000 |
2,001 |
998 555 |
4 992 775 |
- Ban on short selling:
| Ticker |
Current Ban on short selling |
Ban on short selling from 09.07.2024 |
| RU000A1041Q0 |
Yes |
No |
| RU000A104UV0 |
Yes |
No |
| RU000A104X32 |
Yes |
No |
| RU000A1058R2 |
Yes |
No |
| RU000A105JF3 |
Yes |
No |
| RU000A105NN9 |
Yes |
No |
| RU000A105NZ3 |
Yes |
No |
| RU000A106FM5 |
Yes |
No |
| RU000A107G55 |
Yes |
No |
- Collateral for stress:
| Ticker |
Current collateral for stress |
Collateral for stress from 09.07.2024 г. |
| UP scenario |
Down scenario |
UP scenario |
Down scenario |
| RU000A1041Q0 |
0% |
0% |
1% |
1% |
| RU000A104UV0 |
0% |
0% |
2% |
2% |
| RU000A104X32 |
0% |
0% |
1% |
1% |
| RU000A1058R2 |
0% |
0% |
2% |
2% |
| RU000A105JF3 |
0% |
0% |
2% |
2% |
| RU000A105NN9 |
0% |
0% |
2% |
2% |
| RU000A105NZ3 |
0% |
0% |
2% |
2% |
| RU000A106FM5 |
0% |
0% |
3% |
3% |
| RU000A107G55 |
0% |
0% |
2% |
2% |
