17.06.2024 18:15
Risk parameters change on the Securities and the Derivatives market
CCP NCC changes the following risk parameters on the Securities market and on the Derivatives market:
- Market risk rates on the Securities market:
| Ticker | Current market risk rates | Market risk rates from 18.06.2024 | ||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| VKCO | 70% | 80% | 95% | 26% | 32% | 39% |
- Ban on short selling an eligible collateral on the Securities market:
| Ticker | Current eligible collateral | Eligible collateral from 18.06.2024 |
| VKCO | No | Yes |
- On the Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 19:00 17.06.2024 |
||||
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | |
| VKCO | 70% | 80% | 95% | 26% | 32% | 39% |