Menu

List of services

21.11.2023 18:35

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 22.11.2023:
 

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 RU000A1078S8 12% 15% 18% 270 000 1 350 000 No No
Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form