09.11.2018 11:48
Risk parameters change on Commodities and Securities market
CCP NCC is changing the following risk parameters on Commodities market starting from November 12, 2018:
| Commodity | Asset | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|
| S_1 | S_2 | S_3 | S_1 | S_2 | S_3 | ||
| Soybean | SB_1_EXPD | 50% | 60% | 100% | 30% | 45% | 100% |
| SB_2_EXPD | 50% | 60% | 100% | 30% | 45% | 100% | |
| SB_3_EXPD | 50% | 60% | 100% | 30% | 45% | 100% | |
| SB_1_BURE | 35% | 50% | 100% | 30% | 45% | 100% | |
| SB_2_BURE | 35% | 50% | 100% | 30% | 45% | 100% | |
| SB_3_BURE | 35% | 50% | 100% | 30% | 45% | 100% | |
Short sell ban will be set for SAFMAR (SFIN) ordinary shares from November 16, 2018 according to the decision of CCP NCC.