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29.07.2021 14:50

Risk parameters change on Securities market

CCP NCC will set the following risk parameters on Securities market due to corporate actions:

Ticker Description PcL_max for 03.08.2021 PcH_max for 03.08.2021 PcL_max from 04.08.2021 PcH_max from 04.08.2021
GE-RM General Electric Company 0.4 0.4 1 1

Additionally, the following risk parameters will be set starting from August 03, 2021:

Ticker Description Market risk rates Concentration limits, units Ban on short selling
S_1_min S_2_min S_3_min LK_1 LK_2
GE-RM General Electric Company 16% 25% 36% 10 589 52 948 No
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