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19 September 2024

CCP NCC changes risk params on the Securities market:

  1. On the Securities market:
Ticker Current market risk rates, % Current Concentration Limit, # of securities Market risk rates from 20.09.2024, % Concentration Limit, # of securities from 20.09.2024
S1_min S2_min S3_min Level 1 Level 2 S1_min S2_min S3_min Level 1 Level 2
SFIN 100% 100% 100% 2000 2001 50% 80% 95% 54 939 274 696
  1. Ban on short selling an eligible collateral on the Securities market:
Ticker Current Ban on short selling Ban on short selling from 20.09.2024
SFIN Yes No