20.08.2024 18:30
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 21.08.2024:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | Ban on short selling | |||
|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |||
| 1 | RU000A1063Z5 | 40% | 43% | 46% | 40 000 | 200 000 | Нет |