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10.10.2023 19:46

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 11.10.2023:

№	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	RU000A106ZY8	9%	12%	15%	140,000	700,000	No	Yes
2	RU000A1070B1	8%	11%	14%	100,000	500,000	No	No
3	RU000A107084	10%	13%	16%	600,000	3,000,000	No	No
4	RU000A1070F2	7%	10%	13%	100,000	500,000	No	No
5	RU000A106ZU6	10%	13%	16%	600,000	3,000,000	No	No

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