27.09.2021 11:26
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from September 29, 2021:
| № | Ticker | Description | Current market risk rates | New market risk rates | New concentration limits, number of securities | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | |||
| 1 | XS1405775450 | Global Ports, 6.5% 22sep2023 | 100% | 100% | 100% | 8% | 11% | 14% | 100 000 | 500 000 |
| № | Ticker | Description | Current ban on short selling attribute | New ban on short selling attribute |
|---|---|---|---|---|
| 1 | XS1405775450 | Global Ports, 6.5% 22sep2023 | Yes | No |