05.03.2026 18:40
Risk parameters changes on Derivatives and Securities market
CCP NCC changes the following risk parameters on Securities market starting from March, 06th 2026:
Market risk rates and concentration limits and ban on short selling on Securities market:
| Underlying | Current market risk rates | New Market risk rates from March, 06th 2026 | Current Ban on short selling | Ban on short selling | ||||
|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |||
| GTRK | 70% | 80% | 95% | 100% | 100% | 100% | No | Yes |