15.03.2024 15:02

Risk parameters change on the Securities and Derivatives market

CCP NCC changes the following risk parameters on Securities market starting from March 18-th 2024 and on Derivatives market starting from 19:00 March 19-th 2024:

Market risk rates on Securities market:

Ticker	Current market risk rates, %			Market risk rates from 18.03.2024, %
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
TCSG	100%	100%	100%	30%	36%	43%

Ban on short selling on Securities market:

Ticker	Current Ban on short selling	Ban on short selling from 18.03.2024
TCSG	Yes	No

Market risk rates on Derivatives market:

Underlying	Current market risk rates			Market risk rates from 19:00 19.03.2024
Underlying	MR1	MR1	MR1	MR1	MR2	MR3
TCSI	100%	100%	100%	30%	36%	43%

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Risk parameters change on the Securities and Derivatives market