20.12.2022 18:23
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 21.12.2022 :
| № | 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 | RU000A105LY0 | 36% | 39% | 42% | 200 000 | 1 000 000 | No | Yes |
| 2 | RU000A105NA6 | 14% | 17% | 20% | 300 000 | 1 500 000 | No | No |