03.03.2025 16:57
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from March 4, 2025
| Ticker | Ban on short selling | Market risk rates | Concentration Limit, # of securities | |||
|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | Level 1 | Level 2 | ||
| RU000A106656 | No | 12% | 15% | 18% | 200 000 | 1 000 000 |
| RU000A1061L9 | No | 8% | 11% | 14% | 12 000 | 60 000 |