CCP NCC will set the following risk parameters on Securities market starting from July 5, 2021:
- Market risk rates, concentration limits, stress collateral scenarios:
Ticker |
Current market risk rates |
New market risk rates |
New concentration limits |
Stress collateral scenario (Up and Down) |
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
Level 1 |
Level 2 |
AKCH |
100% |
100% |
100% |
46% |
69% |
100% |
104 340 |
521 702 |
10% |
RCMX |
100% |
100% |
100% |
23% |
37% |
100% |
11 000 |
55 000 |
10% |
SUGB |
100% |
100% |
100% |
15% |
21% |
100% |
9 990 |
49 953 |
10% |
TMOS |
100% |
100% |
100% |
15% |
24% |
100% |
1 538 935 |
7 694 675 |
10% |
Ticker |
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 |
SBCB |
30% |
35% |
100% |
28% |
34% |
100% |
- Ban on short selling:
Ticker |
Current Ban attribute |
New Ban Attribute |
SUGB |
Yes |
No |