Market risk rates and securities concentration limits in Т+2 mode with partial prefunding and REPO with CCP mode

  • Financial instruments admitted for trading with partial prefunding at T+2 & REPO with CCP markets can be traded only with 100% prefunding if the "Without uncovered sells" or "Without uncover buys" options are activated.

Please pay your attention! Dynamics risk parameters (price, discount, market risk etc.) are disclosed on the NCC –website.

 

S1-S3 – Risk rates minimal levels
L1-L2 – Net-position liquidity limit (concentration limit)