NCC | Risk parameters change on the Securities and Deri

News

01 April 2024 Risk parameters change on the Securities and Derivatives market

CCP NCC will set the following risk parameters on the Securities and Derivatives market before trading session start on April 1^st, 2024:

Securities market

№	Ticker	Current market risk rates			New market risk rates from 8:30 a.m. 01.04.2024			Current ban on short selling	New ban on short selling
№	Ticker	MR1	MR2	MR3	MR1	MR1	MR2	Current ban on short selling	New ban on short selling
1	FIVE	25%	31%	38%	100%	100%	100%	No	Yes

Derivatives market

№	Underlying	Current market risk rates			New market risk rates from 8:30 a.m. 01.04.2024
№	Underlying	MR1	MR2	MR3	MR1	MR1	MR2
1	FIVE	25%	31%	38%	100%	100%	100%