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CCP NCC is changing the following risk parameters on Securities market starting from October 15, 2021.
| № | Ticker | Current market risk rates | New market risk rates | New concentration limits, number of securities | New Ban on short selling | New Collateral Flag | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | ||||
| 1 | RU000A103KG4 | 100% | 100% | 100% | 15% | 18% | 21% | 300 000 | 1 500 000 | No | No |
| 2 | US91282CBL46 | 100% | 100% | 100% | 13% | 16% | 19% | 139 420 | 697 100 | No | No |
| 3 | CH1100259816 | 100% | 100% | 100% | 27% | 30% | 33% | 1 800 | 9 000 | No | No |
| 4 | XS2368111584 | 100% | 100% | 100% | 15% | 18% | 21% | 2 000 | 10 000 | No | No |
| 5 | XS2318748956 | 100% | 100% | 100% | 42% | 45% | 48% | 4 000 | 20 000 | No | Yes |
| 6 | CH1120085688 | 100% | 100% | 100% | 42% | 45% | 48% | 2 000 | 10 000 | No | Yes |
| 7 | XS2363250833 | 100% | 100% | 100% | 52% | 55% | 58% | 20 000 | 100 000 | No | Yes |
| № | Ticker | Current stress scenario UP | Current stress scenario DOWN | New stress scenario UP | New stress scenario DOWN |
|---|---|---|---|---|---|
| 1 | RU000A103KG4 | 0.00% | 0.00% | 5.50% | 5.50% |
| 2 | US91282CBL46 | 0.00% | 0.00% | 7.00% | 5.00% |
| 3 | CH1100259816 | 0.00% | 0.00% | 2.00% | 2.00% |
| 4 | XS2368111584 | 0.00% | 0.00% | 2.00% | 2.00% |
