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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