NCC | Risk parameters change on the Securities and Deri

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

CCP NCC changes the following risk parameters on Securities market starting from February 22-th 2024 and on Derivatives market starting from 19:00 February 21-th 2024:

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

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
TRNFP	100%	100%	100%	25%	31%	38%

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

Ticker	Current Ban on short selling	Ban on short selling from 22.02.2024	Eligible as collateral	Eligible as collateral from 22.02.2024
TRNFP	Yes	No	No	Yes

3. Limits on Securities market:

№	Ticker	Concentration limits from 22.02.2024
		LK1	LK2
1	TRNFP	180 000	900 000

4. Limits on Derivatives market:

Underlying	Concentration limits from 19:00 21.02.2024
Underlying	LK2	LK2
TRNF	180 000	900 000

5. Market risk rates on Derivatives market:

Underlying	Current market risk rates			Market risk rates from 19:00 21.02.2024
Underlying	MR1	MR1	MR1	MR1	MR2	MR3
TRNFP	100%	100%	100%	25%	31%	38%