CCP NCC sets the following risk parameters on Securities market for Globaltrans Investment PLC (ticker GLTR) starting from October 28, 2020:
Ticker
Description
Ban on short selling
Eligible as collateral
New market risk rates
New concentration limits
Scenarios for stress collateral calculation
S_1_min
S_2_min
S_3_min
1st level
2nd level
Scen_UP
Scen_DOWN
GLTR
Globaltrans Investment PLC
No
35%
55%
78%
22 500
112 500
10%