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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
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