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03 November 2023

CCP NCC changes the following risk parameters on Securities market starting from November 8-th 2023:
 

  1. Market risk rates and concentration limits:
№ Ticker Current market risk rates, % Market risk rates from 08.11.2023, % Current concentration limits Concentration limits from 08.112023
S1_min S2_min S3_min S1_min S2_min S3_min LK1 LK2 LK1 LK2
1 CARM 100% 100% 100% 70% 80% 95% 2,000 2,001 3,920,800 19,604,000
2 AGRO 25% 50% 70% 50% 75% 95% 20,761 103,806 32,299 161,495
3 GTRK 50% 75% 95% 70% 80% 95% 168,981 844,905 256,651 1,283,255
4 RNFT 33% 50% 75% 50% 75% 95% 108,968 544,840 715,767 3,578,835

 

  1. Short sells limits:
№ Ticker Current uncovered purchases limit Short sales
limit from 08.11.2023
1 APTK 0 - 1,029,108
2 GCHE 0 - 4,074
3 KLSB 0 - 378,890
4 LIFE 0 - 3,781,849
5 LSNG 0 - 805,085
6 ROLO 0 - 48,480,354
7 SVAV 0 - 61,931
8 TGKB 0 - 875,500,120
9 TTLK 0 - 13,609,939
10 VKCO 0 - 183,365
11 GECO 0 - 149,312