22.06.2021 20:36
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from June 23, 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 | SU26237RMFS6 | 7% | 8% | 9% | 1 000 000 | 5 000 000 | No | Yes |
| 2 | SU26238RMFS4 | 13% | 14% | 15% | 1 000 000 | 5 000 000 | No | Yes |