Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters On Securities Market

Date 19/11/2020

CCP NCC will set the following risk parameters on Securities market Ozon Holdings PLC (ticker OZON):


TickerDescriptionBan on short sellingEligible as collateralNew market risk ratesNew concentration limitsScenarios for stress collateral calculation
S_1_minS_2_minS_3_min1st level2nd levelScen_UPScen_DOWN
OZON Ozon Holdings PLC No No 80% 90% 100% 26 300 131 500 10% 10%

Additionally, CCP NCC will set for the first trading day PcH_max and PcL_max parameter values that define price up and down limits respectively equal to 40%.