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10 June 2022

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

№ Ticker Current market risk rates, % New market risk rates, % Current ban on short selling New ban on short selling
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 RU000A100UU0 9% 12% 15% 100% 100% 100% No Yes
2 RU000A102960 12% 15% 18% 100% 100% 100% No Yes
3 RU000A1030Y7 14% 17% 20% 100% 100% 100% No Yes
4 RU000A103NY1 15% 18% 21% 100% 100% 100% No Yes
5 RU000A104L36 13% 16% 19% 100% 100% 100% No Yes
6 RU000A100YW8 9% 12% 15% 100% 100% 100% No Yes
7 RU000A1026V1 12% 15% 18% 100% 100% 100% No Yes

 

№ Ticker Current stress scenario UP Current stress scenario DOWN New stress scenario UP New stress scenario DOWN
1 RU000A100UU0 2.25% 2.25% 0% 0%
2 RU000A102960 2.25% 2.25% 0% 0%
3 RU000A1030Y7 3.75% 3.75% 0% 0%
4 RU000A103NY1 3.75% 3.75% 0% 0%
5 RU000A104L36 3.75% 3.75% 0% 0%
6 RU000A100YW8 2.25% 2.25% 0% 0%
7 RU000A1026V1 2.25% 2.25% 0% 0%