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:
 

  1. 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%

 

  1. 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
  1. Limits on Securities market:
Ticker Concentration limits from 22.02.2024
LK1 LK2
1 TRNFP 180 000 900 000




 

  1. Limits on Derivatives market:
Underlying Concentration limits from 19:00 21.02.2024
LK2 LK2
TRNF 180 000 900 000
  1. 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%



 

 

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