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21.09.2021 19:24

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 22.09.2021 :

Ticker Minimum Initial Margin for the Market Risk, % Concentration Limit, # of securities Ban on short-selling Collateral
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
1 RU000A103QL1 17% 20% 23% 180 000 900 000 N N
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