28.02.2024 19:05
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 29.02.2024:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | Ban on short selling | Collateral | |||
|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||||
| 1 | RU000A107UX9 | 13% | 16% | 19% | 400,000 | 2,000,000 | No | Yes |
| 2 | RU000A107UW1 | 13% | 16% | 19% | 1,000,000 | 5,000,000 | No | Yes |
| 3 | RU000A107TL6 | 13% | 16% | 19% | 100,000 | 500,000 | No | Yes |
| 4 | RU000A107TK8 | 13% | 16% | 19% | 300,000 | 1,500,000 | No | Yes |