06.04.2021 15:34
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from April 7, 2021.
№ | Ticker | New market risk rates | Current market risk rates | New concentration limits, number of securities | Ban on short-selling | |||||
---|---|---|---|---|---|---|---|---|---|---|
S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | |||
1 | ENPG | 50% | 71% | 95% | 100% | 100% | 100% | 5 668 | 28 340 | No |