22.02.2023 18:56
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 23.02.2023:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | Ban on short selling | Collateral (from 23.02.2023) | Collateral (from 28.02.2023) | |||
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |||||
| 1 | RU000A105VQ5 | 12% | 15% | 18% | 240 000 | 1 200 000 | No | No | Yes |
| 2 | RU000A105W08 | 12% | 15% | 18% | 140 000 | 700 000 | No | No | Yes |