13.06.2024 18:42
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 14.06.2024:
| № | 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 | RU000A1089U1 | 15% | 18% | 21% | 1 097 | 5 485 | No | No |
| 2 | RU000A1089T3 | 7% | 10% | 13% | 1 997 | 9 985 | No | No |
| 3 | RU000A1089W7 | 17% | 20% | 23% | 345 | 1 725 | No | No |
| 4 | RU000A1089X5 | 14% | 17% | 20% | 3 470 | 17 350 | No | No |