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15.10.2024 16:01

Risk parameters change on the Securities market

CCP NCC changes risk params on the Securities market from 16.10.2024:

  1. On the Securities market:
Ticker Current market risk rates, % Current Concentration Limit, # of securities Market risk rates from 16.10.2024, % Concentration Limit, # of securities from 16.10.2024
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% 10 000 000 50 000 000
  1. Ban on short selling on the Securities market:
Ticker Current Ban on short selling Ban on short selling from 16.10.2024
HEAD Yes No
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