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