CCP NCC is changing risk parameters on Securities market starting from December 22, 2021:
№
Ticker
Current market risk rates, %
New market risk rates, %
New concentration limits, number of securities
New Ban on short selling
S1_min
S2_min
S3_min
LK1
LK2
1
RU000A1049Y7
100%
12%
15%
18%
140 000
700 000
No
Current stress scenario UP
Current stress scenario DOWN
New stress scenario UP
New stress scenario DOWN
0.00%
1.50%
