21.09.2021 19:24
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 22.09.2021 :
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | Ban on short-selling | Collateral | |||
|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||||
| 1 | RU000A103QL1 | 17% | 20% | 23% | 180 000 | 900 000 | N | N |