NCC | Risk parameters change on the Securities market

21 February 2024 Risk parameters change on the Securities market

Risk parameters change on the Securities market

CCP NCC changes the following risk parameters on Securities market starting from February 22-th 2024:

1. Market risk rates:

Ticker	Current market risk rates, %			Market risk rates from 22.02.2024, %
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
QIWI	50%	75%	95%	100%	100%	100%
RU000A107548	12%	15%	18%	100%	100%	100%

2. Ban on short selling:

Ticker	Current Ban on short selling	Ban on short selling from 22.02.2024
QIWI	No	Yes
RU000A107548	No	Yes