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
16.05.2024 г., %
Market risk rates from
17.05.2024 г., %
Market risk rates from 20.05.2024, %
S1_min S2_min S3_min S1_min S2_min S3_min S1_min S2_min S3_min S1_min S2_min S3_min
YNDX 30% 36% 43% 50% 75% 95% 70% 80% 95% 100% 100% 100%

2. Ban on short selling on Securities market:

Ticker Current Ban on short selling Ban on short selling from 20.05.2024
YNDX No Yes

3. On the Derivatives market:

Underlying Current market risk rates Market risk rates from 19:00 15.05.2024 г Market risk rates from 19:00 16.05.2024 г Market risk rates from 19:00 17.05.2024 г
MR_1 MR_2 MR_3 MR_1 MR_2 MR_3 MR_1 MR_2 MR_3 MR_1 MR_2 MR_3
YNDF 30% 36% 43% 50% 75% 95% 70% 80% 95% 100% 100% 100%