14.06.2024 17:23
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 17.06.2024, % | ||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| XS0191754729 | 30% | 33% | 36% | 100% | 100% | 100% |
| XS2315951041 | 36% | 39% | 42% | 100% | 100% | 100% |
- Ban on short selling an eligible collateral on the Securities market:
| Ticker | Current eligible collateral | Eligible collateral from 17.06.2024 |
| XS2315951041 | Yes | No |