25.01.2023 18:43
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 26.01.2023 :
| № | 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 | RU000A105R62 | 44% | 47% | 50% | 18 000 | 90 000 | No | Yes |
| 2 | SU26242RMFS6 | 10% | 11% | 12% | 1 000 000 | 5 000 000 | No | Yes |