NCC | Risk parameters change on the Securities and Deri

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

CCP NCC changes the following risk parameters on Securities market starting from February 09-th 2024 and on Derivatives market starting from 19:00 February 08-th 2024:

1. Market risk rates on Securities market:

Ticker	Current market risk rates, %			Market risk rates from 09.02.2024, %
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
TCSG	30%	36%	43%	100%	100%	100%

2. Ban on short selling on Securities market:

Ticker	Current Ban on short selling	Ban on short selling from 09.02.2024
TCSG	No	Yes

3. Market risk rates on Derivatives market:

Underlying	Current market risk rates			Market risk rates from 19:00 08.02.2024
Underlying	MR1	MR1	MR1	MR1	MR2	MR3
TCSI	30%	36%	43%	100%	100%	100%