Post sponsored by NewzEngine.com

Source: Moscow Stock Exchange

CCP NCC sets the following risk parameters
1. on Securities market starting from October 6, 2020:

Underlying
Current concentration limits, pc.
New concentration limits, pc.
1st level
2nd level
1st level
2nd level
1
SBER
19 079 658
57 409 190
18 217 800
91 089 000
2
GMKN
40 908
204 540
89 200
446 000
3
YNDX
11 329
56 645
359 100
1 795 500
4
LKOH
162 387
811 935
315 000
1 575 000
5
PLZL
2 232
11 160
60 400
302 000
6
MGNT
29 067
145 335
103 100
515 500
7
TATN
395 105
1 975 525
996 400
4 982 000
8
AFLT
734 224
3 671 120
5 114 300
25 571 500
9
POLY
28 799
143 995
262 500
1 312 500
10
MTSS
481 130
2 405 650
1 057 900
5 289 500
11
IRAO
33 215 142
166 075 710
62 918 300
314 591 500
12
SBERP
1 035 408
5 177 040
1 635 800
8 179 000
13
VTBR
2 538 680 697
12 693 403 485
10 324 287 600
51 621 438 000
14
SNGS
3 004 592
15 022 960
8 997 900
44 989 500
15
NVTK
201 480
1 007 400
276 300
1 381 500
16
CHMF
160 799
803 995
243 000
1 215 000
17
NLMK
1 007 496
5 037 480
1 194 300
5 971 500
18
POGR
1 265 000
6 325 000
5 800 200
29 001 000
19
HYDR
191 286 365
956 431 825
246 923 000
1 234 615 000
20
AFKS
5 617 556
28 087 780
9 215 200
46 076 000
21
MAIL
9 700
48 500
83 900
419 500
22
SIBN
51 780
258 900
450 200
2 251 000
23
FIVE
29 500
147 500
49 100
245 500
24
DSKY
118 828
594 140
1 048 300
5 241 500
25
FEES
1 589 223 344
7 946 116 720
531 002 900
2 655 014 500
26
TCSG
17 100
85 500
45 000
225 000
27
TATNP
39 781
198 905
173 000
865 000
28
CBOM
2 263 109
11 315 545
13 149 600
65 748 000
29
UPRO
7 327 755
36 638 775
18 342 900
91 714 500
30
PHOR
11 336
56 680
16 400
82 000
31
MVID
168 106
840 530
57 900
289 500
32
OGKB
28 291 808
141 459 040
48 326 700
241 633 500
33
LNTA
27 041
135 205
151 200
756 000
34
BANEP
10 630
53 150
23 300
116 500
35
LSRG
11 177
55 885
29 100
145 500
36
TRMK
171 608
858 040
273 600
1 368 000
37
TGKA
767 271 276
3 836 356 380
1 577 967 300
7 889 836 500
38
RASP
1 097 692
5 488 460
130 100
650 500
39
SELG
1 083 999
5 419 995
333 600
1 668 000
40
ETLN
71 000
364 600
88 900
444 500
41
MTLRP
120 208
601 040
152 500
762 500
42
NKNCP
434 633
2 173 165
117 000
585 000
43
LSNGP
58 771
293 855
65 700
328 500
44
BSPB
156 701
783 505
233 600
1 168 000
45
BANE
3 107
15 535
6 000
30 000
46
APTK
1 431 434
7 157 170
735 600
3 678 000
47
MRKP
56 367 562
281 837 810
45 351 500
226 757 500
48
TGKB
5 783 355 503
28 916 777 515
2 481 389 600
12 406 948 000
49
NKNC
195 034
975 170
112 400
562 000
50
GCHE
8 870
44 350
5 300
26 500
51
MRKC
23 268 260
116 341 300
33 700 700
168 503 500
52
MSRS
10 167 975
50 839 875
8 549 000
42 745 000
53
SVAV
18 027
90 135
34 500
172 500
54
UNAC
13 376 012
66 880 060
23 730 400
118 652 000
55
MSTT
89 094
445 470
61 900
309 500
56
KZOS
152 287
761 435
122 000
610 000
57
IRGZ
528 541
2 642 705
862 300
4 311 500
58
TGKD
3 397 316 120
16 986 580 600
2 710 027 100
13 550 135 500
59
UWGN
13 743
68 715
48 400
242 000
2. on Derivatives market starting from 7:00 pm on October 5, 2020:

Underlying
Futures contract
Current market risk rates
New Market risk rates
MR1
MR2
MR3
MR1
MR2
MR3
1
GOLD
on Gold
10%
13%
18%
6%
9%
14%
2
SILV
on Silver
16%
21%
29%
14%
19%
27%
3
GLD
Deliverable futures contract on gold
12%
18%
25%
8%
14%
21%
4
SLV
Deliverable futures contract on silver
18%
24%
31%
16%
22%
29%
3. on FX and precious metals market starting from October 6, 2020:

Underlying
Description
Current market risk rates
New market risk rates
S_1_min
S_2_min
S_3_min
S_1_min
S_2_min
S_3_min
1
GLD
Gold
12%
18%
25%
8%
14%
21%
2
SLV
Silver
18%
24%
31%
16%
22%
29%
3
HKD
Hong Kong dollar
30%
32%
34%
6%
8%
10%

Asset
Description
New attribute for ban on short selling
New eligible collateral
 
 
HKD
Hong Kong dollar
No
Yes
 
Hong Kong dollars will be included into inter-product spread groups.

MIL OSI

MIL OSI Eurozone and Baltics