07.03.2025 12:02
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 13.03.2025 г., % |
Market risk rates from 17.03.2025 г., % |
Market risk rates from 20.03.2025, % | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| PLZL | 17% | 23% | 30% | 50% | 75% | 95% | 70% | 80% | 95% | 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 17.03.2025 | Current eligible collateral | Eligible collateral from 20.03.2025 |
|---|---|---|---|---|
| PLZL | No | Yes | Yes | No |
- On the Derivatives market:
| Future | Current surcharge of 1st level market risk rate, % | Surcharge of 1st level market risk rate from 19:00 17.03.2025, % | ||
|---|---|---|---|---|
| MRAddonUP | MRAddonDown | MRAddonUP | MRAddonDown | |
| PLZL-3.25 | 0 | 0 | 23 | 23 |
| Underlying | Current concentration limits, pcs | Concentration limits from 19:00 25.03.2025, шт. | ||
|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | |
| PLZL | 17 061 | 85 305 | 170 610 | 853 050 |