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15.05.2024 09:48

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

CCP NCC changes risk params on the Securities market and on the Derivatives market:

  1. On the Securities market:
Ticker Current market risk rates, % Market risk rates from
16.05.2024 г., %		 Market risk rates from
17.05.2024 г., %		 Market risk rates from 20.05.2024, %
S1_min S2_min S3_min S1_min S2_min S3_min S1_min S2_min S3_min S1_min S2_min S3_min
YNDX 30% 36% 43% 50% 75% 95% 70% 80% 95% 100% 100% 100%
  1. Ban on short selling on Securities market:
Ticker Current Ban on short selling Ban on short selling from 20.05.2024
YNDX No Yes
  1. On the Derivatives market:
Underlying Current market risk rates Market risk rates from 19:00 15.05.2024 г Market risk rates from 19:00 16.05.2024 г Market risk rates from 19:00 17.05.2024 г
MR_1 MR_2 MR_3 MR_1 MR_2 MR_3 MR_1 MR_2 MR_3 MR_1 MR_2 MR_3
YNDF 30% 36% 43% 50% 75% 95% 70% 80% 95% 100% 100% 100%
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