26.04.2021 19:13
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from April 27, 2021:
| № | Ticker | Market risk rates | Concentration limits, units | Ban on short selling | Eligible as collateral | |||
|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | LK_1 | LK_2 | ||||
| 1 | RU000A1030S9 | 27% | 30% | 33% | 1 400 000 | 7 000 000 | No | Yes |
| 2 | RU000A1031T5 | 13% | 16% | 19% | 200 000 | 1 000 000 | No | No |
| 3 | RU000A1031U3 | 13% | 16% | 19% | 200 000 | 1 000 000 | No | No |