News

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

1.Market risk rates on the Securities market:

Ticker Market risk rates from 24.07.2024 Concentration Limit from 24.07.2024
S1_min S2_min S3_min Level 1 Level 2
YDEX 17% 27% 38% 140 537 702 685


 

Ticker Ban on short selling Collateral
YDEX No No

2. On the Derivatives market:

Underlying Market risk rates from
19:00 24.07.2024
Concentration Limit from 19:00 24.07.2024
MR_1 MR_2 MR_3 Level 1 Level 2
YDEX 17% 27% 38% 140 537 702 685

Other risk parameters will be available on the NCC website from July, 25th 2024.- https://www.nationalclearingcentre.com/catalog/530902