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              04.03.2024 19:26

              Risk parameters on Securities market

              CCP NCC sets the following risk parameters on Securities market starting from 05.03.2024:
               

              № 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 RU000A107UA7 15% 18% 21% 340 000 1 700 000 No Yes
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