CCPNCC changes the following risk parameters on Securities market starting from January 29-th 2024 and on Derivatives marketstarting from 19:00 January 26-th 2024:
1. Market risk rates and concentration limits on Securities market:
Ticker
Current market risk rates, %
Market risk rates from 29.01.2024, %
Current concentration limits
Concentration limits from 29.01.2024
S1_min
S2_min
S3_min
S1_min
S2_min
S3_min
LK1
LK2
LK1
LK2
VKCO
100%
100%
100%
70%
80%
95%
93,401
467,005
343,376
1,716,880
2. Ban on short selling on Securities market:
Ticker
Current Ban on short selling
Ban on short selling from 29.01.2024
VKCO
Yes
No
3. Market risk rates and concentration limits on Derivatives market:
