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04.04.2024 13:06

Risk parameters change on the Securities market and on the Derivatives market

Corporate action (split) was completed. CCP NCC changes the following risk parameters on the Securities market starting from April 08-th 2024 and on the Derivatives market starting from 19:00 April 05-th 2024:

  1. Market risk rates and concentration limits on the Securities market:
Ticker Current market risk rates, % Market risk rates from 08.04.2024, % Current concentration limits Concentration limits from 08.04.2024
S1_min S2_min S3_min S1_min S2_min S3_min LK1 LK2 LK1 LK2
GMKN 100% 100% 100% 17% 23% 30% 18 426 92 130 1 842 600 9 213 000
  1. Ban on short selling and Eligible as collateral on the Securities market:
Ticker Current Ban on short selling Ban on short selling from 08.04.2024 Eligible as collateral Eligible as collateral from 08.04.2024
GMKN Yes No No Yes
  1. Market risk rates and concentration limits on the Derivatives market:
Underlying Current market risk rates Market risk rates from 19:00 05.04.2024 Current concentration limits Concentration limits from 19:00 05.04.2024
MR_1 MR_2 MR_3 MR_1 MR_2 MR_3 LK1 LK2 LK1 LK2
GMKN 100% 100% 100% 17% 23% 30% 18 426 92 130 1 842 600 9 213 000
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