13.03.2023 18:02
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 14.03.2023 :
№ | 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 | RU000A105WH2 | 34% | 37% | 40% | 15 000 | 75 000 | No | Yes |
2 | RU000A105WJ8 | 30% | 33% | 36% | 20 000 | 100 000 | No | Yes |
Main news |