27.05.2022 13:55
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 08.06.2022 market risk rates |
Market risk rates from 31.05.2022 through 07.06.2022 |
||||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||
| AMZN-RM | Amazon.com Inc. | 24% | 34% | 46% | 100% | 100% | 100% |
Additionally, the following risk parameters will be changed starting from June 08, 2022:
| Ticker | Description | Current concentration limits, units | Concentration limits from 08.06.2022, units | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| AMZN-RM | Amazon.com Inc. | 220 | 1 100 | 4 400 | 22 000 |