29.09.2021 14:57
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from September 30, 2021:
| № | Ticker | Description | Current market risk rates | New market risk rates | New concentration limits, number of securities | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | |||
| 1 | XS2363250833 | Gaz Finance PLC 3,5% 14jul2031 | 100% | 100% | 100% | 52% | 55% | 58% | 100 000 | 500 000 |
| 2 | CH1120085688 | Gaz Finance PLC 1,54% 30jun2027 | 100% | 100% | 100% | 42% | 45% | 48% | 20 000 | 100 000 |
| № | Ticker | Description | Current ban on short selling attribute | New ban on short selling attribute | Current Eligible collateral | New Eligible collateral |
|---|---|---|---|---|---|---|
| 1 | XS2363250833 | Gaz Finance PLC 3,5% 14jul2031 | Yes | No | No | Yes |
| 2 | CH1120085688 | Gaz Finance PLC 1,54% 30jun2027 | Yes | No | No | Yes |
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