02.08.2024 15:15
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on the Securities market:
- Market risk rates and concentration limits:
| Ticker | Current market risk rates | Market risk rates from 06.08.2024 г. | Market risk rates from 08.08.2024 г. | ||||||
|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |
| HHRU | 50% | 75% | 95% | 70% | 80% | 95% | 100% | 100% | 100% |
- Ban on short selling:
| Ticker | Current ban on short selling | Ban on short selling from 05.08.2024 |
|---|---|---|
| HHRU | No | Yes |