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11.12.2023 13:12

Risk parameters change on the Securities market

CCP NCC changes the following risk parameters on Securities market starting from December 12-th 2023:
 

  1. Market risk rates and concentration limits:
№ Ticker Current market risk rates, % Market risk rates from 12.12.2023, % Current concentration limits Concentration limits from 12.12.2023
S1_min S2_min S3_min S1_min S2_min S3_min LK1 LK2 LK1 LK2
1 SOFL 100% 100% 100% 70% 80% 95% 2,000 2,001 1,165,420 5,827,100
2 ASTR 100% 100% 100% 50% 80% 95% 2,000 2,001 372,478 1,862,390

 

  1. Ban on short selling:
№ Ticker Current Ban on short selling Ban on short selling from 12.12.2023
1 SOFL Yes No
2 ASTR Yes No

 

  1. Short sells limits:
№ Ticker Current uncovered purchases limit Short sales
limit from 12.12.2023
1 SOFL - 61,617 0
2 ASTR -20,508 0


 

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