11.09.2023 17:49
Risk Parameters Change for the Derivatives market and Securities market
CCP NCC changes the following risk parameters:
- Short selling ban for GDR VK Company Limited ORD SHS (VKCO) on Securities market from September 12, 2023
- The following market risk rates on Securities market from September 13, 2023:
| Ticker | Description | Current market risk rates | Market risk rates from 13.09.2023 |
||||
| S_1_min | S_2_min | S_1_min | S_2_min | S_1_min | S_2_min | ||
| VKCO | VK Company Limited | 70% | 80% | 95% | 100% | 100% | 100% |
- The following market risk rates on Derivatives market from 19:00 September 12, 2023:
| Underlying | Current market risk rates | Market risk rates from 19:00 12.09.2023 | ||||
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | |
| 70% | 80% | 95% | 100% | 100% | 100% | |