18.06.2021 20:50

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from June 21, 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 RU000A103661 34% 37% 40% 1 000 000 5 000 000 No No
2 RU000A1038U8 34% 37% 40% 400 000 2 000 000 No No
3 RU000A102RQ0 24% 27% 30% 1 000 000 5 000 000 No No
4 RU000A1039K7 16% 19% 22% 100 000 500 000 No No
5 RU000A1038M5 14% 17% 20% 140 000 700 000 No No

 

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