NCC | Risk parameters change on the Securities market

News

02 August 2024 Risk parameters change on the Securities market

CCP NCC changes the following risk parameters on the Securities market:

Market risk rates and concentration limits:

Ticker	Current market risk rates			Market risk rates from 06.08.2024 г.			Market risk rates from 08.08.2024 г.
Ticker	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
HHRU	50%	75%	95%	70%	80%	95%	100%	100%	100%

Ban on short selling:

Ticker	Current ban on short selling	Ban on short selling from 05.08.2024
HHRU	No	Yes