17.10.2024 14:43
Risk parameters change on the Securities market
CCP NCC changes risk params on the Securities market from 18.10.2024:
- On the Securities market:
| Ticker | Current market risk rates, % | Current Concentration Limit, # of securities | Market risk rates from 18.10.2024, % | Concentration Limit, # of securities from 18.10.2024 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | Level 1 | Level 2 | S1_min | S2_min | S3_min | Level 1 | Level 2 | |
| RU000A107EQ7 | 100% | 100% | 100% | 2000 | 2001 | 21% | 24% | 35% | 4 406 000 | 22 030 000 |
| RU000A1093G2 | 100% | 100% | 100% | 2000 | 2001 | 19% | 22% | 33% | 3 420 000 | 17 100 000 |
- Ban on short selling on the Securities market:
| Ticker | Current Ban on short selling | Ban on short selling from 18.10.2024 |
|---|---|---|
| RU000A107EQ7 | Yes | No |
| RU000A1093G2 | Yes | No |