29.05.2024 18:15
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 30.05.2024:
| № | 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 | RU000A1084S6 | 20% | 23% | 26% | 343 | 1 715 | No | Yes |
| 2 | RU000A1084Q0 | 13% | 16% | 19% | 2 914 | 14 570 | No | Yes |
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