21.08.2023 18:55
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 22.08.2023:
| № | 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 | RU000A106RR9 | 13% | 16% | 19% | 800 000 | 4 000 000 | No | Yes |
| 2 | RU000A106RT5 | 13% | 16% | 19% | 800 000 | 4 000 000 | No | Yes |
| 3 | RU000A106RS7 | 13% | 16% | 19% | 800 000 | 4 000 000 | No | Yes |