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27.07.2023 18:06

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 28.07.2023 :

№	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	RU000A106M25	16%	19%	22%	100,000	500,000	No	Yes
2	RU000A106M41	30%	33%	36%	100,000	500,000	No	Yes

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