15.08.2022 19:11
Risk Parameters Change for Securities and Derivatives
CCP NCC sets the following risk parameters on Securities market starting from August 22, 2022:
| Ticker | Ban on short selling | Market risk rates | ||
|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | ||
| SPBE | Yes | 100% | 100% | 100% |
CCP NCC sets the following risk parameters on Derivatives market starting from 7 pm Moscow time, August 19, 2022:
| Underlying | Market risk rates | ||
|---|---|---|---|
| S_1_min | S_2_min | S_3_min | |
| SPBE | 100% | 100% | 100% |
| Underlying | T(m) | Interest risk rate |
|---|---|---|
| SPBE | 1 | 0 |
| SPBE | 10 | 0 |
| SPBE | 30 | 0 |
| SPBE | 90 | 0 |
| SPBE | 180 | 0 |
| SPBE | 270 | 0 |
| SPBE | 365 | 0 |
| SPBE | 1095 | 0 |