16.06.2021 23:55
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from June 17, 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 | RU000A103943 | 17% | 20% | 23% | 493 000 | 2 465 000 | No | No |
| 2 | RU000A103927 | 7% | 10% | 13% | 140 000 | 700 000 | No | No |