14.05.2021 20:34
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from May 17, 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 | RU000A1033B9 | 17% | 20% | 23% | 130 000 | 650 000 | No | No |
| 2 | XS2315951041 | 38% | 41% | 44% | 6 000 | 30 000 | No | Yes |