01.06.2021 20:48
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from June 2, 2021:
| № | Ticker | Market risk rates | Concentration limits, units | Ban on short selling | Eligible as collateral | |||
|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | LK_1 | LK_2 | ||||
| 1 | RU000A1036F3 | 12% | 15% | 18% | 100 000 | 500 000 | No | No |
| 2 | RU000A1036E6 | 14% | 17% | 20% | 300 000 | 1 500 000 | No | No |
| 3 | RU000A1036M9 | 14% | 17% | 20% | 200 000 | 1 000 000 | No | No |
| 4 | RU000A1036H9 | 14% | 17% | 20% | 200 000 | 1 000 000 | No | No |