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25 July 2024

CCP NCC sets the following risk parameters on Securities market starting from july 25, 2024:

  1. Collateral
№ Ticker Collateral
Current		 Collateral
from 26.07.2024
1 RU000A1089T3 No Yes
2 RU000A1089U1 No Yes
3 RU000A1089W7 No Yes
4 RU000A1089X5 No Yes

 

  1. Market risk rates
Ticker Current market risk rates, % Market risk rates from 26.07.2024
S1_min S2_min S3_min S1_min S2_min S3_min
RU000A1089T3 7 10 13 9 12 15
RU000A1089U1 15 18 21 19 22 25
RU000A1089X5 14 17 20 18 21 24

 

  1. Short sales limit
№ Ticker Current short sales
limit		 Short sales limit from 26.07.2024
1 RU000A108BD9 0 - 157
2 RU000A108JQ4 0 - 146
3 RU000A108N55 0 - 142
4 RU000A108Q29 0 - 135
5 RU000A107746 0 - 148
6 RU000A107738 0 - 113
7 RU000A107B84 0 - 136
8 RU000A108L24 0 - 163
9 RU000A108LX6 0 - 155
10 RU000A108NQ6 0 - 125