MOSCOW EXCHANGE MICEX-RTS CCPNCC sets the following risk parameters on Securities market starting from July 15, 2019:
1. Market risk rates
| Asset | Current market risk rates | New market risk rates | ||||
| 1st level, S_1_min | 2nd level, S_2_min | 3rd level, S_3_min | 1st level, S_1_min | 2nd level, S_2_min | 3rd level, S_3_min | |
| SU46023RMFS6 | 40% | 41% | 42% | 100% | 100% | 100% |
2. Scenarios for stress collateral calculation
| Asset | Scen_UP | Scen_DOWN |
| SU46023RMFS6 | 0% | 0% |
3. CCPNCC will ban the short sells for SU46023RMFS6 starting from July 15, 2019.
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OJSC Moscow Exchange MICEX-RTS published this content on 12 July 2019 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 12 July 2019 18:29:01 UTC
