Moscow Exchange: Risk Parameters On Securities Market

Date 23/12/2020

CCP NCC sets the following risk parameters on Securities market starting from December 24, 2020:

№	Ticker	Description	Market risk rates			Concentration limits, number of securities		Eligible collateral	Ban on short selling attribute
			S_1_min	S_2_min	S_3_min	LK1	LK2
1	RU000A102KZ6	GSP-Finance	14%	17%	20%	100,000	500,000	No	No