06.02.2023 18:45
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 07.02.2023 :
| № | 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 | RU000A105SP3 | 13% | 16% | 19% | 120 000 | 600 000 | No | No |
| 2 | RU000A105SD9 | 24% | 27% | 30% | 1 600 000 | 8 000 000 | No | Yes |
| 3 | RU000A105RZ4 | 42% | 45% | 48% | 20 000 | 100 000 | No | Yes |