CCP NCC will set the following risk parameters on Securities market:
1. Market risk rates and concentration limits, attributes for ban on short selling and eligible as collateral:
Effective date
Ticker
Name
Ban on short selling
Eligible as collateral
Market risk rates
Concentration limits
S_1_min
S_2_min
S_3_min
Level 1
Level 2
28.01.2022
BOTZ-RM
Global X Robotics & Artificial Intelligence ETF
No
14%
22%
31%
22 030
110 150
LIT-RM
Global X Lithium & Battery Tech ETF
15%
24%
34%
8 150
40 750
IGF-RM
iShares Global Infrastructure ETF
13%
21%
29%
13 660
68 300
MCHI-RM
ISHARES MSCI CHINA ETF
10 360
51 800
31.01.2022
SPY-RM
SPDR S&P 500 ETF TRUST
1 470
7 350
XLE-RM
ENERGY SELECT SECTOR SPDR
16%
25%
36%
9 720
48 600
XLF-RM
FINANCIAL SELECT SECTOR SPDR
16 550
82 750
2. Stress collateral scenarios:
Scen_UP
Scen_DOWN
10%
