News

CCP NCC changes risk params on the Securities market and on the Derivatives market:

1. On the Securities market:

Ticker Current market risk rates, % Market risk rates from
15.07.2024 г., %
S1_min S2_min S3_min S1_min S2_min S3_min
VTBR 100% 100% 100% 17% 23% 30%

2. Concentration Limit on the Securities market:

Ticker Concentration Limit from 15.07.2024
Level 1 Level 2
VTBR 3 531 730 17 658 650


3. Ban on short selling an eligible collateral on the Securities market:

Ticker Current Ban on short selling Ban on short selling from 15.07.2024 Current eligible collateral Eligible collateral from 15.07.2024
VTBR Yes No No Yes

4. On the Derivatives market:

Underlying Current market risk rates Market risk rates from
19:00 15.07.2024
MR_1 MR_2 MR_3 MR_1 MR_2 MR_3
VTBR 100% 100% 100% 17% 23% 30%

 

 

Underlying Concentration Limit from 19:00 15.07.2024
Level 1 Level 2
VTBR 3 531 730 17 658 650




 

Other risk parameters will be available on the NCC website from July, 16th 2024.- https://www.nationalclearingcentre.com/catalog/530902