28.07.2022 18:49
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from August, 01-th 2022:
| № | Ticker | Current market risk rates, % | New market risk rates, % | Current concentration limits, units | Concentration limits from 01.08.2022, units | Current ban on short selling | Ban on short selling from 01.08.2022 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | LK_1 | LK_2 | LK_1 | LK_2 | ||||
| 1 | POSI | 100% | 100% | 100% | 70% | 80% | 95% | 2 000 | 2 001 | 10 711 | 53 556 | Yes | No |
| № | Ticker | Current stress scenario UP, % | Current stress scenario DOWN, % | New stress scenario UP, % | New stress scenario DOWN, % |
|---|---|---|---|---|---|
| 1 | POSI | 0 | 0 | 10 | 10 |