06.03.2024 18:22
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 07.03.2024:
№ | 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 | RU000A107W06 | 14% | 17% | 20% | 200 000 | 1 000 000 | No | No |
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