30.05.2023 18:56

Risk parameters on Securities market

 

CCP NCC sets the following risk parameters on Securities market starting from 31.05.2023 :

 

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 RU000A106A94 15% 18% 21% 100 000 500 000 No No
2 RU000A106AT1 30% 33% 36% 900 000 4 500 000 No Yes
3 RU000A106AJ2 28% 31% 34% 260 000 1 300 000 No Yes
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