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 |
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