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NCC Bank is changing the following risk parameters on FX and Precious metal market, Securities market starting from October 11, 2017:
1. IM rates for the assets:
| № | Ticker | Issuer Name | Current IM rates | New IM rates | ||||
|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |||
| 1 | GLD | Gold | 10% | 16% | 23% | 8% | 14% | 21% |
| 2 | AGRO | GDR ROS AGRO | 35% | 49% | 78% | 50% | 71% | 95% |
| 3 | SVAV | Sollers | 50% | 71% | 95% | 70% | 80% | 95% |
| 4 | AVAZ | AVTOVAZ | 60% | 70% | 80% | 70% | 80% | 95% |
2. Concentration limits for Sberbank shares (SBER):
| № | Ticker | Issuer Name |
Current concentration limits, units |
New concentration limits, units |
||
|---|---|---|---|---|---|---|
|
1st level, LK_1 |
2nd level, LK_2 |
1st level, LK_1 |
2nd level, LK_2 |
|||
| 1 | SBER | Sberbank | 27 910 506 | 63 091 117 | 19 079 658 | 57 409 190 |
3. Short sell ban will be set for MRSK Severo-Zapada (MRKZ) shares.
