18.04.2024 11:15
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from April 19-th:
- Market risk rates and concentration limits:
Ticker | Current market risk rates, % | Market risk rates from 19.04.2024 | Current concentration limits | Concentration limits from 19.04.2024 | ||||||
---|---|---|---|---|---|---|---|---|---|---|
S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
GECO | 100% | 100% | 100% | 70% | 80% | 95% | 2,000 | 2,001 | 52,097 | 260,485 |
EUTR | 100% | 100% | 100% | 70% | 80% | 95% | 2,000 | 2,001 | 2,425,468 | 12,127,340 |
DELI | 100% | 100% | 100% | 70% | 80% | 95% | 2,000 | 2,001 | 137,001 | 685,005 |
MGKL | 100% | 100% | 100% | 70% | 80% | 95% | 2,000 | 2,001 | 3,383,064 | 16,915,320 |
- Ban on short selling and short selling limits:
Ticker | Current Ban on short selling | Ban on short selling from 19.04.2024 | Short selling limits from 30.01.2024 |
---|---|---|---|
GECO | Yes | No | 0 |
EUTR | Yes | No | 0 |
DELI | Yes | No | 0 |
MGKL | Yes | No | 0 |
KLVZ | Yes | Yes | - 152,864 |