29.01.2024 14:02
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from January 30-th:
- Market risk rates and concentration limits:
| Ticker | Current market risk rates, % | Market risk rates from 30.01.2024, % | Current concentration limits | Concentration limits from 30.01.2024 | ||||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| SVCB | 100% | 100% | 100% | 40% | 75% | 95% | 2,000 | 2,001 | 2,549,604 | 12,748,021 |
| HNFG | 100% | 100% | 100% | 70% | 80% | 95% | 2,000 | 2,001 | 12,218 | 61,088 |
| UGLD | 100% | 100% | 100% | 70% | 80% | 95% | 2,000 | 2,001 | 33,867,667 | 169,338,333 |
- Ban on short selling and short selling limit:
| Ticker | Current Ban on short selling | Ban on short selling from 30.01.2024 | Short selling limits from 30.01.2024 |
| SVCB | Yes | No | 0 |
| HNFG | Yes | Yes | - 61,088 |
| UGLD | Yes | No | 0 |