31.03.2024 15:37
Risk parameters change on the Securities and Derivatives market
CCP NCC will set the following risk parameters on the Securities and Derivatives market before trading session start on April 1st, 2024:
Securities market
| № | Ticker | Current market risk rates | New market risk rates from 8:30 a.m. 01.04.2024 |
Current ban on short selling | New ban on short selling | ||||
|---|---|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR1 | MR2 | ||||
| 1 | FIVE | 25% | 31% | 38% | 100% | 100% | 100% | No | Yes |
Derivatives market
| № | Underlying | Current market risk rates | New market risk rates from 8:30 a.m. 01.04.2024 |
||||
|---|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MR1 | MR1 | MR2 | ||
| 1 | FIVE | 25% | 31% | 38% | 100% | 100% | 100% |