08.07.2024 19:01
Risk parameters change on the Securities and the Derivatives market
CCP NCC changes the following risk parameters on the Securities market and on the Derivatives market:
- Market risk rates on the Securities market:
Ticker | Market risk rates from 24.07.2024 | Concentration Limit from 24.07.2024 | |||
---|---|---|---|---|---|
S1_min | S2_min | S3_min | Level 1 | Level 2 | |
YDEX | 17% | 27% | 38% | 140 537 | 702 685 |
Ticker | Ban on short selling | Collateral |
---|---|---|
YDEX | No | No |
- On the Derivatives market:
Underlying | Market risk rates from 19:00 24.07.2024 |
Concentration Limit from 19:00 24.07.2024 | |||
---|---|---|---|---|---|
MR_1 | MR_2 | MR_3 | Level 1 | Level 2 | |
YDEX | 17% | 27% | 38% | 140 537 | 702 685 |
Other risk parameters will be available on the NCC website from July, 25th 2024.- https://www.nationalclearingcentre.com/catalog/530902
Risk parameters |