22.02.2024 12:03
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 26.02.2024:
| № | Ticker | Minimum Initial Margin for the Market Risk, % from 26.02.2024 | Concentration Limit, # of securities from 26.02.2024 |
Ban on short selling from 26.02.2024 |
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| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |||
| 1 | RU000A107TH4 | 50% | 75% | 100% | 60 000 | 300 000 | No |