NCC | Risk parameters change on the Securities and Deri

07 February 2024 Risk parameters change on the Securities and Derivatives market

CCP NCC changes the following risk parameters on Securities market starting from February 08-th 2024 and on Derivatives market starting from 19:00 February 07-th 2024:

1.Market risk rates and concentration limits on Securities market:

Ticker	Current market risk rates, %			Market risk rates from 08.02.2024, %
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
TRNFP	25%	31%	38%	100%	100%	100%

2.Ban on short selling and Eligible as collateral on Securities market:

Ticker	Current Ban on short selling	Ban on short selling from 08.02.2024	Eligible as collateral	Eligible as collateral from 08.02.2024
TRNFP	No	Yes	Yes	No

3. Market risk rates on Derivatives market:

Underlying	Current market risk rates			Market risk rates from 19:00 07.02.2024
Underlying	MR1	MR1	MR1	MR1	MR2	MR3
TRNFP	25%	31%	38%	100%	100%	100%