13.03.2025 15:27
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from March,14th 2025:
Market risk rates and concentration limits on the Securities market:
| Ticker | Current market risk rates, % | Market risk rates from 14.03.2025 г., % |
Current concentration limits, pcs. | Concentration limits from 14.03.2025, pcs. | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| RAGR | 100% | 100% | 100% | 50% | 75% | 95% | 2000 | 2001 | 479 375 | 2 396 875 |
Ban on short selling an eligible collateral on the Securities market:
| Ticker | Current Ban on short selling | Ban on short selling from 14.03.2025 |
|---|---|---|
| RAGR | Yes | No |