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04.07.2023 18:14

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 05.07.2023 :

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short selling	Collateral
1	RU000A106GH3	15%	18%	21%	160 000	800 000	No	No
2	RU000A106FT0	14%	17%	20%	110 000	550 000	No	No
3	RU000A106GD2	11%	14%	17%	300 000	1 500 000	No	Yes

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