30.07.2024 18:49
Risk parameters change on the FX market
CCP NCC sets the following risk parameters from 31.07.2024:
FX:
| Ticker | Ban on short selling | Current concentration Limit of securities | Concentration Limit of securities from 31.07.2024 | ||
| Level 1 | Level 2 | Level 1 | Level 2 | ||
| TRY | Yes | 138 000 000 | 691 000 000 | 138 000 000 | 691 000 000 |
| Current market risk rates, % | Market risk rates from 31.07.2024 | ||||
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min |
| 30% | 42% | 55% | 100% | 100% | 100% |