04.04.2024 13:06
Risk parameters change on the Securities market and on the Derivatives market
Corporate action (split) was completed. CCP NCC changes the following risk parameters on the Securities market starting from April 08-th 2024 and on the Derivatives market starting from 19:00 April 05-th 2024:
- Market risk rates and concentration limits on the Securities market:
| Ticker | Current market risk rates, % | Market risk rates from 08.04.2024, % | Current concentration limits | Concentration limits from 08.04.2024 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| GMKN | 100% | 100% | 100% | 17% | 23% | 30% | 18 426 | 92 130 | 1 842 600 | 9 213 000 |
- Ban on short selling and Eligible as collateral on the Securities market:
| Ticker | Current Ban on short selling | Ban on short selling from 08.04.2024 | Eligible as collateral | Eligible as collateral from 08.04.2024 |
|---|---|---|---|---|
| GMKN | Yes | No | No | Yes |
- Market risk rates and concentration limits on the Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 19:00 05.04.2024 | Current concentration limits | Concentration limits from 19:00 05.04.2024 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | LK1 | LK2 | LK1 | LK2 | |
| GMKN | 100% | 100% | 100% | 17% | 23% | 30% | 18 426 | 92 130 | 1 842 600 | 9 213 000 |