23.03.2023 18:15
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 24.03.2023:
| № | 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 | RU000A105ZP8 | 12% | 15% | 18% | 400 000 | 2 000 000 | No | No |
| 2 | RU000A105ZN3 | 16% | 19% | 22% | 100 000 | 500 000 | No | Yes |