17.09.2024 18:27
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 18.09.2024:
| № | 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 | RU000A109JW0 | 12% | 15% | 18% | 160 000 | 800 000 | No | No |
| 2 | RU000A109K16 | 15% | 18% | 21% | 100 000 | 500 000 | No | Yes |
| 3 | RU000A109JZ3 | 12% | 15% | 18% | 200 000 | 1 000 000 | No | No |
| 4 | RU000A109JY6 | 12% | 15% | 18% | 200 000 | 1 000 000 | No | No |