07.03.2024 18:06
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 11.03.2024:
| № | 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 | RU000A107UU5 | 70% | 85% | 100% | 60,000 | 300,000 | No | No |