07.02.2024 11:24
Risk parameters change on the Securities and Derivatives market
CCP NCC changes the following risk parameters on Securities market starting from February 08-th 2024 and on Derivatives market starting from 19:00 February 07-th 2024:
- Market risk rates and concentration limits on Securities market:
| Ticker | Current market risk rates, % | Market risk rates from 08.02.2024, % | ||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| TRNFP | 25% | 31% | 38% | 100% | 100% | 100% |
- Ban on short selling and Eligible as collateral on Securities market:
| Ticker | Current Ban on short selling | Ban on short selling from 08.02.2024 | Eligible as collateral | Eligible as collateral from 08.02.2024 |
| TRNFP | No | Yes | Yes | No |
- Market risk rates on Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 19:00 07.02.2024 | ||||
| MR1 | MR1 | MR1 | MR1 | MR2 | MR3 | |
| TRNFP | 25% | 31% | 38% | 100% | 100% | 100% |