15.05.2024 14:16
Risk parameters change on the Securities and Derivatives market
CCP NCC changes the following risk parameters on Securities market starting from May 16-th 2024:
- Market risk rates on Securities market:
| Ticker | Current market risk rates, % | Market risk rates from 16.05.2024, % | Current concentration limits | Concentration limits from 16.05.2024 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| LEAS | 100% | 100% | 100% | 40% | 75% | 95% | 2000 | 2001 | 27 744 | 138 721 |
- Ban on short selling on Securities market:
| Ticker | Current Ban on short selling | Ban on short selling from 16.05.2024 |
|---|---|---|
| LEAS | Yes | No |