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                19.09.2023 18:22

                Risk parameters on Securities market

                CCP NCC sets the following risk parameters on Securities market starting from 20.09.2023 :
                 

                № 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 RU000A106WW9 13% 16% 19% 800,000 4,000,000 No Yes
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