22.07.2021 21:06
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 23.07.2021:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | Ban on short selling | Eligible collateral | |||
|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||||
| 1 | RU000A103EZ7 | 17% | 20% | 23% | 300 000 | 1 500 000 | No | No |
| 2 | RU000A103FC3 | 6% | 9% | 12% | 50 000 | 250 000 | No | Yes |