NCC | Risk parameters change on the Securities and Deri

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

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

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

Ticker	Current market risk rates, %			Market risk rates from 22.03.2024, %
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
GMKN	17%	23%	30%	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 22.03.2024	Eligible as collateral	Eligible as collateral from 22.03.2024
GMKN	No	Yes	Yes	No

3. Market risk rates on Derivatives market:

Underlying	Current market risk rates			Market risk rates from 19:00 21.03.2024
Underlying	MR1	MR1	MR1	MR1	MR2	MR3
GMKN	17%	23%	30%	100%	100%	100%