21.02.2024 18:12
Risk parameters change on the Securities and Derivatives market
CCP NCC changes the following risk parameters on Securities market starting from February 22-th 2024 and on Derivatives market starting from 19:00 February 21-th 2024:
- Market risk rates and concentration limits on Securities market:
| Ticker | Current market risk rates, % | Market risk rates from 22.02.2024, % | ||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| TRNFP | 100% | 100% | 100% | 25% | 31% | 38% |
- Ban on short selling and Eligible as collateral on Securities market:
| Ticker | Current Ban on short selling | Ban on short selling from 22.02.2024 | Eligible as collateral | Eligible as collateral from 22.02.2024 |
| TRNFP | Yes | No | No | Yes |
- Limits on Securities market:
| № | Ticker | Concentration limits from 22.02.2024 | |
| LK1 | LK2 | ||
| 1 | TRNFP | 180 000 | 900 000 |
- Limits on Derivatives market:
| Underlying | Concentration limits from 19:00 21.02.2024 | |
| LK2 | LK2 | |
| TRNF | 180 000 | 900 000 |
- Market risk rates on Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 19:00 21.02.2024 | ||||
| MR1 | MR1 | MR1 | MR1 | MR2 | MR3 | |
| TRNFP | 100% | 100% | 100% | 25% | 31% | 38% |