25.07.2024 12:49
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from july 25, 2024:
- Collateral
| № | Ticker | Collateral Current |
Collateral from 26.07.2024 |
|---|---|---|---|
| 1 | RU000A1089T3 | No | Yes |
| 2 | RU000A1089U1 | No | Yes |
| 3 | RU000A1089W7 | No | Yes |
| 4 | RU000A1089X5 | No | Yes |
- Market risk rates
| Ticker | Current market risk rates, % | Market risk rates from 26.07.2024 | ||||
|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| RU000A1089T3 | 7 | 10 | 13 | 9 | 12 | 15 |
| RU000A1089U1 | 15 | 18 | 21 | 19 | 22 | 25 |
| RU000A1089X5 | 14 | 17 | 20 | 18 | 21 | 24 |
- Short sales limit
| № | Ticker | Current short sales limit |
Short sales limit from 26.07.2024 |
|---|---|---|---|
| 1 | RU000A108BD9 | 0 | - 157 |
| 2 | RU000A108JQ4 | 0 | - 146 |
| 3 | RU000A108N55 | 0 | - 142 |
| 4 | RU000A108Q29 | 0 | - 135 |
| 5 | RU000A107746 | 0 | - 148 |
| 6 | RU000A107738 | 0 | - 113 |
| 7 | RU000A107B84 | 0 | - 136 |
| 8 | RU000A108L24 | 0 | - 163 |
| 9 | RU000A108LX6 | 0 | - 155 |
| 10 | RU000A108NQ6 | 0 | - 125 |