18.12.2024 17:46
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 19.12.2024:
№ | 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 | RU000A10ABH1 | 15% | 18% | 21% | 2,000,000 | 10,000,000 | No | Yes |
2 | RU000A10ACF3 | 13% | 16% | 19% | 2,000,000 | 10,000,000 | No | Yes |
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Risk parameters |