26.05.2021 20:33
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from May 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 | XS1701384494 | 14% | 17% | 20% | 3 000 | 15 000 | No | No |
| 2 | RU000A1033Z8 | 38% | 41% | 44% | 1 400 000 | 7 000 000 | No | Yes |