10.02.2023 18:15
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 13.02.2023 :
| № | 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 | RU000A105TY3 | 19% | 22% | 25% | 410,000 | 2,050,000 | No | No |
| 2 | RU000A105U00 | 30% | 33% | 36% | 600,000 | 3,000,000 | No | Yes |