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08.08.2024 10:35

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	Текущий Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Minimum Initial Margin for the Market Risk from 12.08.2024 г., %			Concentration Limit, # of securities from 12.08.2024 г.
Ticker	S1_min	S2_min	S3_min	LK1	LK2	S1_min	S2_min	S3_min	LK1	LK2
CARM	70	80	95	4 289 084	21 445 420	50	80	95	4 455 137	22 275 684
LEAS	40	75	95	27 744	138 720	33	68	88	47 867	239 335
MGKL	70	80	95	3 383 064	16 915 320	50	80	95	4 189 359	20 946 795
UGLD	70	80	95	106 419 312	532 096 560	50	80	95	150 177 333	750 886 663
EUTR	70	80	95	2 425 468	12 127 340	50	80	95	640 698	3 203 490
SVCB	33	50	75	10 432 443	52 162 217	17	34	59	6 816 986	34 084 929
IVAT	100	100	100	2 000	2 001	70	80	95	14 219	71 094
ZAYM	100	100	100	2 000	2 001	70	80	95	53 954	269 770
MBNK	100	100	100	2 000	2 001	70	80	95	5 575	27 876
MDMG	100	100	100	14 113	70 565	70	80	95	29 262	146 310

Limit of short selling on the Securities market:

Ticker	Current Limit of short selling	Current Limit of short selling from 12.08.2024
CARM	- 3 885 004	- 22 275 684
IVAT	-	- 71 094
ZAYM	-	- 269 770

Ban of short selling on the Securities market:

Ticker	Current Ban of short selling	Current Ban on short selling from 12.08.2024
MBNK	Yes	No
MDMG	Yes	No

On the Derivatives market:

Underlying	Current market risk rates, %			Concentration Limit, # of securities		market risk rates from 19:00 09.08.2024 г.			Concentration Limit, # of securities с 19:00 09.08.2024 г.
Underlying	MR_1	MR_1	MR_1	LK1	LK2	S1_min	S2_min	S3_min	LK1	LK2
LEAS	40	75	95	27 744	138 720	33	68	88	47 867	239 335
SVCB	33	50	75	10 432 443	52 162 217	17	34	59	6 816 986	34 084 929

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