NCC | Risk parameters change on Securities market

News

09 December 2022 Risk parameters change on Securities market

CCP NCC will set the following risk parameters on Securities market due to corporate actions starting from December 14, 2022:

Ticker	Current ban on short selling	Ban on short selling from 14.12.2022
FEES	No	Yes
RSTI	No	Yes

Additionally, the following risk parameters will be changed starting from December 22, 2022:

Ticker	Current market risk rates			Market risk rates from 22.12.2022
Ticker	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
FEES	30%	36%	43%	100%	100%	100%
RSTI	33%	39%	46%	100%	100%	100%
RSTIP	50%	75%	95%	100%	100%	100%