CCP NCC is changing the following risk parameters on Securities market starting from November 19, 2021:
№
Ticker
Description
Current market risk rates
New market risk rates
S_1_min
S_2_min
S_3_min
1
APTK
PHARMACY CHAIN 36.6 PJSC
50%
75%
95%
70%
80%
2
BELU
BELUGA GROUP PJSC
42%
48%
55%
3
DSKY
DETSKY MIR PJSC
25%
31%
38%
4
GCHE
CHERKIZOVO GROUP PJSC
33%
5
NKNC
NIZHNEKAMSKNEFTEKHIM PJSC
6
RASP
RASPADSKAYA OJSC
20%
26%
17%
23%
30%
Current concentration limits, number of securities
New concentration limits, number of securities
LK_1
LK_2
CHERKIZOVO GROUP PJSC ordinary shares
4 524
22 620
2 824
14 122
CBOM
CREDIT BANK OF MOSCOW PJSC ordinary shares
10 142 774
50 713 870
13 120 769
65 603 844
FEES
FEDERAL GRID CO UNIFIED ENER ordinary shares
249 707 474
1 248 537 370
206 809 375
1 034 046 875
MTLR
MECHEL PJSC ordinary shares
336 421
1 682 105
1 187 689
5 938 443
MTLRP
MECHEL-PREF preference shares
104 104
520 520
287 531
1 437 656
PIKK
PIK GROUP PJSC ordinary shares
39 385
196 925
85 906
429 529
7
SMLT
SAMOLET GROUP ordinary shares
5 996
29 980
17 782
88 912
8
VSMO
VSMPO-AVISMA CORP PJSC ordinary shares
407
2 035
268
1 339
CCP NCC is changing the following risk parameters on Derivatives market starting from 7:00 pm on November 18, 2021:
Underlying asset
Futures contract
LK1
LK2
FEDERAL GRID CO UNIFIED ENER ordinary shares futures
PIK GROUP PJSC ordinary shares futures