CCP NCC sets the following risk parameters on Securities market starting from October 8, 2019:
Market risk rates and concentration limits
№
Security
Current concentration limits
New concentration limits
1 level
2 level
1 level
2 level
1
RU000A0JXRX3
2,000
2,001
100,000
500,000
2
RU000A0JVP05
2,000
2,001
100,000
500,000
3
XS1598697412
2,000
2,001
4,000
20,000
4
XS1588061694
2,000
2,001
8,000
40,000
5
XS1567117566
2,000
2,001
2,000
10,000
6
RU000A0JXNV6
2,000
2,001
100,000
500,000
7
RU000A0JWMJ5
2,000
2,001
100,000
500,000
8
RU000A0JXQ85
2,000
2,001
100,000
500,000
9
XS1495632298
2,000
2,001
2,500
12,500
10
RU000A0ZYCJ8
2,000
2,001
200,000
1,000,000
11
RU000A0ZZNJ2
2,000
2,001
120,000
600,000
12
XS1400710999
2,000
2,001
10,000
50,000
13
RU000A0JXYL4
2,000
2,001
300,000
1,500,000
14
RU000A0ZZER4
2,000
2,001
200,000
1,000,000
15
RU000A0JVMB4
2,000
2,001
100,000
500,000
16
RU000A0JXVM8
2,000
2,001
100,000
500,000
17
RU000A0JWMS6
2,000
2,001
200,000
1,000,000
18
RU000A0JX0Z8
2,000
2,001
400,000
2,000,000
Ban attribute on short selling will be changed:
№
Security
Current attribute
New attribute
1
RU000A0JXRX3
Yes
No
2
RU000A0JVP05
Yes
No
3
XS1598697412
Yes
No
4
XS1588061694
Yes
No
5
XS1567117566
Yes
No
6
RU000A0JXNV6
Yes
No
7
RU000A0JWMJ5
Yes
No
8
RU000A0JXQ85
Yes
No
9
XS1495632298
Yes
No
10
RU000A0ZYCJ8
Yes
No
11
RU000A0ZZNJ2
Yes
No
12
XS1400710999
Yes
No
13
RU000A0JXYL4
Yes
No
14
RU000A0ZZER4
Yes
No
15
RU000A0JVMB4
Yes
No
16
RU000A0JXVM8
Yes
No
17
RU000A0JWMS6
Yes
No
18
RU000A0JX0Z8
Yes
No
19
RU000A0JUKX4
Yes
No
20
RU000A0JXPG2
Yes
No
21
XS1772800204
No
Yes
22
RU000A100J18
No
Yes
23
RU000A0JW1K9
No
Yes
24
RU000A0JXT41
No
Yes
25
RU000A0JWM56
No
Yes
26
RU000A0ZYBD3
No
Yes
27
RU000A0JWUV3
No
Yes
28
RU000A0ZYFB8
No
Yes
29
RU000A0ZYCM2
No
Yes
30
RU000A0JWXF0
No
Yes
31
RU000A0JWLD0
No
Yes
32
RU000A0ZYDQ1
No
Yes
33
RU000A0JVPR3
No
Yes
34
RU000A0JVM81
No
Yes
35
RU000A0ZZQH9
No
Yes
36
RU000A0ZYML3
No
Yes
37
RU000A0JX0B9
No
Yes
38
RU000A0JUPW5
No
Yes
39
RU000A0JVBX1
No
Yes
40
RU000A0JUQB7
No
Yes
41
RU000A0JVL33
No
Yes
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OJSC Moscow Exchange MICEX-RTS published this content on 04 October 2019 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 04 October 2019 20:06:07 UTC
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