CCP NCC sets the following risk parameters on Securities market starting from June 4, 2020:
1. Market risk rates and concentration limits
Ticker
Description
Current market risk rates
New market risk rates
New concentration limits
S_1_min
S_2_min
S_3_min
1st level
2nd level
VTBM
VTBM ETF Money Market Fund
100%
19%
30%
9 800 000
49 000 000
2. Ban attribute on short selling will be changed:
Current attribute
New attribute
Yes
No
3. Scenarios for stress collateral calculation
Scen_UP
Scen_DOWN
1.5%
