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14 June 2022

CCP NCC changes the following risk parameters on Securities market starting from June, 15 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 RU000A104V26 100% 100% 100% 12% 15% 18% Yes No

 

№ Ticker Current stress scenario UP Current stress scenario DOWN New stress scenario UP New stress scenario DOWN
1 RU000A104V26 0% 0% 1.5% 1.5%

 

№ Ticker Concentration limit, # of securities
Level 1 Level 2
1 RU000A104V26 180 000 900 000