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17.07.2023 18:28

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 18.07.2023 :

№	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	RU000A106K43	10%	13%	16%	600 000	3 000 000	No	Yes
2	RU000A106JX4	24%	27%	30%	120 000	600 000	No	Yes

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