09.12.2022 18:35
Risk parameters change on Securities market
CCP NCC will set the following risk parameters on Securities market due to corporate actions starting from December 14, 2022:
Ticker | Current ban on short selling | Ban on short selling from 14.12.2022 |
FEES | No | Yes |
RSTI | No | Yes |
Additionally, the following risk parameters will be changed starting from December 22, 2022:
Ticker | Current market risk rates | Market risk rates from 22.12.2022 |
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S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |
FEES | 30% | 36% | 43% | 100% | 100% | 100% |
RSTI | 33% | 39% | 46% | 100% | 100% | 100% |
RSTIP | 50% | 75% | 95% | 100% | 100% | 100% |