Moscow Exchange: Risk Parameters On Securities Market
CCP NCC sets the following risk parameters for O'KEY Group S.A. (ticker OKEY) on Securities market starting from December 14, 2020:
| Ticker | Description | Ban on short selling | Eligible as collateral | New market risk rates | ||
|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | ||||
| OKEY | O'KEY Group S.A. | Yes | No | 100% | 100% | 100% |
Additionally, CCP NCC sets the following PcH_max and PcL_max parameter values that define price up and down limits respectively:
| Ticker | Price up limit PcH_max | Price down limit PcL_max |
||
|---|---|---|---|---|
| 14.12.2020 | from 15.12.2020 | 14.12.2020 | from 15.12.2020 | |
| OKEY | 10% | 40% | 10% | 40% |