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04.06.2021 20:51

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from June 7, 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 XS2301292400 42% 45% 48% 20 000 100 000 No Yes
2 XS2325559396 22% 25% 28% 8 600 43 000 No No
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