21.02.2024 16:26

Risk parameters change on the Securities market

CCP NCC changes the following risk parameters on Securities market starting from February 22-th 2024:
 

  1. Market risk rates:
Ticker Current market risk rates, % Market risk rates from 22.02.2024, %
S1_min S2_min S3_min S1_min S2_min S3_min
QIWI 50% 75% 95% 100% 100% 100%
RU000A107548 12% 15% 18% 100% 100% 100%

 

  1. Ban on short selling:
Ticker Current Ban on short selling Ban on short selling from 22.02.2024
QIWI No Yes
RU000A107548 No Yes



 

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