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Moscow Exchange: Risk Parameters On Securities Market

CCP NCC sets the following risk parameters on Securities market for Mail.ru Group DRs (ticker MAIL) starting from July 2, 2020:

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
MAIL Mail.ru Group No No 35% 49% 78% 9 700 48 500 10% 10%
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