18.06.2021 20:50
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from June 21, 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 | RU000A103661 | 34% | 37% | 40% | 1 000 000 | 5 000 000 | No | No |
| 2 | RU000A1038U8 | 34% | 37% | 40% | 400 000 | 2 000 000 | No | No |
| 3 | RU000A102RQ0 | 24% | 27% | 30% | 1 000 000 | 5 000 000 | No | No |
| 4 | RU000A1039K7 | 16% | 19% | 22% | 100 000 | 500 000 | No | No |
| 5 | RU000A1038M5 | 14% | 17% | 20% | 140 000 | 700 000 | No | No |