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08.02.2024 17:31

Risk parameters change on the Securities and Derivatives market

CCP NCC changes the following risk parameters on Securities market starting from February 09-th 2024 and on Derivatives market starting from 19:00 February 08-th 2024:
 

  1. Market risk rates on Securities market:
Ticker Current market risk rates, % Market risk rates from 09.02.2024, %
S1_min S2_min S3_min S1_min S2_min S3_min
TCSG 30% 36% 43% 100% 100% 100%

 

  1. Ban on short selling on Securities market:
Ticker Current Ban on short selling Ban on short selling from 09.02.2024
TCSG No Yes
  1. Market risk rates on Derivatives market:
Underlying Current market risk rates Market risk rates from 19:00 08.02.2024
MR1 MR1 MR1 MR1 MR2 MR3
TCSI 30% 36% 43% 100% 100% 100%






 

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