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15.05.2024 14:16

Risk parameters change on the Securities and Derivatives market

CCP NCC changes the following risk parameters on Securities market starting from May 16-th 2024:

Market risk rates on Securities market:

Ticker	Current market risk rates, %			Market risk rates from 16.05.2024, %			Current concentration limits		Concentration limits from 16.05.2024
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	LK1	LK2	LK1	LK2
LEAS	100%	100%	100%	40%	75%	95%	2000	2001	27 744	138 721

Ban on short selling on Securities market:

Ticker	Current Ban on short selling	Ban on short selling from 16.05.2024
LEAS	Yes	No

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