19.09.2024 18:23
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 20.09.2024:
| № | 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 | RU000A109KL1 | 15% | 18% | 21% | 200 000 | 1 000 000 | No | Yes |
| 2 | RU000A109KJ5 | 10% | 13% | 16% | 100 000 | 500 000 | No | Yes |
| 2 | RU000A109KF3 | 9% | 12% | 15% | 100 000 | 500 000 | No | Yes |