CCP NCC will set the following risk parameters on Securities market due to corporate actions:
| Ticker | Description | Current and from 07.06.2021 market risk rates | Market risk rates from 24.05.2021 through 04.06.2021 | Current and from 07.06.2021 ban on short selling | Ban on short selling from 24.05.2021 through 05.06.2021 | ||||
|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||||
| SBGB | SBGB ETF | 16% | 22% | 100% | 100% | 100% | 100% | No | Yes |
| SBMX | SBMX ETF | 22% | 34% | 100% | 100% | 100% | 100% | No | Yes |
| SBRB | SBRB ETF | 28% | 38% | 100% | 100% | 100% | 100% | No | Yes |
Additionally, the following risk parameters will be changed starting from June 7, 2021:
| Ticker | Description | Current concentration limits, units | Concentration limits from 07.06.2021, units | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| SBGB | SBGB ETF | 10 000 | 50 000 | 1 000 000 | 5 000 000 |
| SBMX | SBMX ETF | 10 000 | 50 000 | 1 000 000 | 5 000 000 |
| SBRB | SBRB ETF | 9 137 | 45 687 | 913 700 | 4 568 700 |
