04.06.2021 20:51
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from June 7, 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 | XS2301292400 | 42% | 45% | 48% | 20 000 | 100 000 | No | Yes |
| 2 | XS2325559396 | 22% | 25% | 28% | 8 600 | 43 000 | No | No |