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18 April 2024

CCP NCC changes the following risk parameters on Securities market starting from April 19-th:
 

  1. Market risk rates and concentration limits:
Ticker Current market risk rates, % Market risk rates from 19.04.2024 Current concentration limits Concentration limits from 19.04.2024
S1_min S2_min S3_min S1_min S2_min S3_min LK1 LK2 LK1 LK2
GECO 100% 100% 100% 70% 80% 95% 2,000 2,001 52,097 260,485
EUTR 100% 100% 100% 70% 80% 95% 2,000 2,001 2,425,468 12,127,340
DELI 100% 100% 100% 70% 80% 95% 2,000 2,001 137,001 685,005
MGKL 100% 100% 100% 70% 80% 95% 2,000 2,001 3,383,064 16,915,320

 

  1. Ban on short selling and short selling limits:
Ticker Current Ban on short selling Ban on short selling from 19.04.2024 Short selling limits from 30.01.2024
GECO Yes No 0
EUTR Yes No 0
DELI Yes No 0
MGKL Yes No 0
KLVZ Yes Yes - 152,864