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 |