23.08.2021 18:49
Risk parameters change on Securities market
CCP NCC will set the following risk parameters on Securities market due to corporate actions:
| Ticker | Description | Current and from 09.09.2021 market risk rates |
Market risk rates from 03.09.2021 through 08.09.2021 |
Current and from 09.09.2021 ban on short selling | Ban on short selling from 01.09.2021 through 08.09.2021 | ||||
|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||||
| FXDE | FXDE ETF | 25% | 50% | 70% | 100% | 100% | 100% | No | Yes |
Additionally, the following risk parameters will be changed starting from September 09, 2021:
| Ticker | Description | Current concentration limits, units | Concentration limits from 09.09.2021, units | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| FXDE | FXDE ETF | 5 122 | 25 610 | 512 200 | 2 561 000 |