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30.07.2024 18:49

Risk parameters change on the FX market

CCP NCC sets the following risk parameters from 31.07.2024:
FX:

Ticker	Ban on short selling	Current concentration Limit of securities		Concentration Limit of securities from 31.07.2024
Ticker	Ban on short selling	Level 1	Level 2	Level 1	Level 2
TRY	Yes	138 000 000	691 000 000	138 000 000	691 000 000

Current market risk rates, %			Market risk rates from 31.07.2024
S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
30%	42%	55%	100%	100%	100%

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