26.01.2024 17:57
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from January 29-th 2024 and on Derivatives market starting from 19:00 January 26-th 2024:
- Market risk rates and concentration limits on Securities market:
| Ticker | Current market risk rates, % | Market risk rates from 29.01.2024, % | Current concentration limits | Concentration limits from 29.01.2024 | ||||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| VKCO | 100% | 100% | 100% | 70% | 80% | 95% | 93,401 | 467,005 | 343,376 | 1,716,880 |
- Ban on short selling on Securities market:
| Ticker | Current Ban on short selling | Ban on short selling from 29.01.2024 |
| VKCO | Yes | No |
- Market risk rates and concentration limits on Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 19:00 26.01.2024 | Current concentration limits | Concentration limits from 19:00 26.01.2024 | ||||||
| MR1 | MR1 | MR1 | MR1 | MR2 | MR3 | LK1 | LK2 | LK1 | LK2 | |
| VKCO | 100% | 100% | 100% | 70% | 80% | 95% | 93,401 | 467,005 | 343,376 | 1,716,880 |