14.10.2024 16:39
Risk parameters change on the Securities market
CCP NCC changes risk params on the Securities market:
- On the Securities market:
| Ticker | Current market risk rates, % | Current Concentration Limit, # of securities | Market risk rates from 15.10.2024, % | Concentration Limit, # of securities from 15.10.2024 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | Level 1 | Level 2 | S1_min | S2_min | S3_min | Level 1 | Level 2 | |
| HEAD | 100% | 100% | 100% | 2000 | 2001 | 50% | 75% | 95% | 54 286 | 271 430 |
- Ban on short selling on the Securities market:
| Ticker | Current Ban on short selling | Ban on short selling from 15.10.2024 |
|---|---|---|
| HEAD | Yes | No |