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15.09.2021 18:13

Risk parameters change on Securities market

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

Ticker Description Current market risk rates Market risk rates
from 20.09.2021 through 04.10.2021
Current and from 05.10.2021 ban on short selling Ban on short selling from 17.09.2021 through 04.10.2021
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
ISRG-RM Intuitive Surgical, Inc. 16% 25% 36% 100% 100% 100% No Yes

Additionally, the following risk parameters will be changed starting from October 05, 2021:

Ticker Description Market risk rates from 05.10.2021 Current concentration limits, units Concentration limits from 05.10.2021, units
S_1_min S_2_min S_3_min LK_1 LK_2 LK_1 LK_2
ISRG-RM Intuitive Surgical, Inc. 17% 27% 39% 770 3 848 2 310 11 544
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