19.07.2021 10:37
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 02.08.2021 market risk rates |
Market risk rates from 26.07.2021 through 30.07.2021 |
Current and from 02.08.2021 ban on short selling | Ban on short selling from 22.07.2021 through 30.07.2021 | ||||
|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||||
| GE-RM | General Electric Company | 16% | 25% | 36% | 100% | 100% | 100% | No | Yes |
Additionally, the following risk parameters will be changed starting from August 02, 2021:
| Ticker | Description | Current concentration limits, units | Concentration limits from 02.08.2021, units | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| GE-RM | General Electric Company | 84 718 | 423 589 | 10 589 | 52 948 |