CCP NCC will set the following risk parameters on Securities market starting from July 5, 2021:
- Market risk rates, concentration limits, stress collateral scenarios:
| Ticker | Current market risk rates | New market risk rates | New concentration limits | Stress collateral scenario (Up and Down) | |||||
|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | Level 1 | Level 2 | ||
| AKCH | 100% | 100% | 100% | 46% | 69% | 100% | 104 340 | 521 702 | 10% |
| RCMX | 100% | 100% | 100% | 23% | 37% | 100% | 11 000 | 55 000 | 10% |
| SUGB | 100% | 100% | 100% | 15% | 21% | 100% | 9 990 | 49 953 | 10% |
| TMOS | 100% | 100% | 100% | 15% | 24% | 100% | 1 538 935 | 7 694 675 | 10% |
| Ticker | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |
| SBCB | 30% | 35% | 100% | 28% | 34% | 100% |
- Ban on short selling:
| Ticker | Current Ban attribute | New Ban Attribute |
|---|---|---|
| SUGB | Yes | No |
