25.12.2023 13:18
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 26.12.2023:
| № | 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 | RU000A107BZ4 | 70% | 85% | 100% | 60 000 | 300 000 | No | No |