15.05.2024 09:48
Risk parameters change on the Securities market and on the Derivatives market
CCP NCC changes risk params on the Securities market and on the Derivatives market:
- On the Securities market:
| Ticker | Current market risk rates, % | Market risk rates from 16.05.2024 г., % |
Market risk rates from 17.05.2024 г., % |
Market risk rates from 20.05.2024, % | ||||||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| YNDX | 30% | 36% | 43% | 50% | 75% | 95% | 70% | 80% | 95% | 100% | 100% | 100% |
- Ban on short selling on Securities market:
| Ticker | Current Ban on short selling | Ban on short selling from 20.05.2024 |
| YNDX | No | Yes |
- On the Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 19:00 15.05.2024 г | Market risk rates from 19:00 16.05.2024 г | Market risk rates from 19:00 17.05.2024 г | ||||||||
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | |
| YNDF | 30% | 36% | 43% | 50% | 75% | 95% | 70% | 80% | 95% | 100% | 100% | 100% |