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21.01.2025 Risk parameters on Securities market
CCP NCC changes PcH_max parameter value that defines price up limit on the Securities market from January, 22, 2025:
...
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21.01.2025 Risk Parameters Change for the Securities
The following risk parameters will be changed:
Ticker
IR risk (downward scenario) - SECΔ_1 (Y0/...
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As per the Securities market risk parameters methodology, on 21.01.2025, 16-40 (MSK) the lower bound of the price band (...
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As per the Securities market risk parameters methodology, on 21.01.2025, 14-54 (MSK) the lower bound of the REPO rate fo...
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As per the Securities market risk parameters methodology, on 21.01.2025, 11-05 (MSK) the upper bound of the price band (...
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Trading in 1MFR futures has been resumed. New upper bounds of the price band: 1MFR-1.25(79.50), 1MFR-2.25(80.52), 1MFR-3...
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Trading in 1MFR futures has been halted for the 1st expansion of upper bound of the price band and market risks.
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As per the Securities market risk parameters methodology, on 21.01.2025, 10-08 (MSK) the upper bound of the price band (...
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20.01.2025 Risk parameters on Securities market
CCP NCC changes PcH_max parameter value that defines price up limit on the Securities market from January, 21-st 2025:
...
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CCP NCC sets the following new concentration limit per issuer on Securities market from January 22-th, 2024:
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