11.09.2025 14:44
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from September 16, 2025:
| Underlying | Current ban on short selling | Ban on short selling | Current market risk rates | Market risk rates from September, 16th 2025 | Current concentration limits, pcs | Concentration limits from September, 16th 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | |||
| ETLN | Yes | No | 100% | 100% | 100% | 50% | 75% | 95% | 140 915 | 704 575 | 421 790 | 2 108 950 |