03.11.2023 09:05
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from November 3-rd 2023:
- Market risk:
| № | Ticker | Current market risk rates, % | Market risk rates from 03.11.2023, % | ||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | ||
| 1 | TBIO | 29% | 43% | 100% | 100% | 100% | 100% |
| 2 | TECH | 30% | 43% | 100% | 100% | 100% | 100% |
| 3 | TSPX | 28% | 40% | 100% | 100% | 100% | 100% |
- Short sales prohibition:
| № | Ticker | Current short sales prohibition |
Short sales prohibition from 03.11.2023 |
| 1 | TRAI | No | Yes |
| 2 | TFNX | No | Yes |
| 3 | TEMS | No | Yes |
| 4 | TCBR | No | Yes |
| 5 | TPAS | No | Yes |
| 6 | TBUY | No | Yes |
| 7 | TSOX | No | Yes |
| 8 | TGRN | No | Yes |
| 9 | TEUS | No | Yes |
| 10 | TSST | No | Yes |