08.08.2024 10:01
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 12.08.2024, % | ||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| BELU | 36% | 42% | 49% | 100% | 100% | 100% |
- Ban on short selling an eligible collateral on the Securities market:
| Ticker | Current Ban on short selling | Ban on short selling from 09.08.2024 |
| BELU | No | Yes |
- On the Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 19:00 00 09.08.2024 |
||||
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | |
| BELU | 36% | 42% | 49% | 100% | 100% | 100% |