07.07.2021 18:48
Risk parameters change on Securities market
CCP NCC will set the following risk parameters on Securities market due to corporate actions:
| Ticker | Description | Current and from 22.07.2021 market risk rates |
Market risk rates from 15.07.2021 through 21.07.2021 |
Current and from 22.07.2021 ban on short selling | Ban on short selling from 13.07.2021 through 21.07.2021 | ||||
|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||||
| NVDA-RM | NVIDIA Corporation | 19% | 30% | 42% | 100% | 100% | 100% | No | Yes |
Additionally, the following risk parameters will be changed starting from July 22, 2021:
| Ticker | Description | Current concentration limits, units | Concentration limits from 22.07.2021, units | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| NVDA-RM | NVIDIA Corporation | 1 490 | 7 450 | 5 960 | 29 800 |