02.08.2022 17:54
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from August 03rd 2022 :
| № | 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 | RU000A105104 | 40% | 43% | 46% | 39 112 | 195 560 | No | No |
| 2 | RU000A105112 | 40% | 43% | 46% | 39 112 | 195 560 | No | No |
| № | Ticker | Scen_UP | Scen_DOWN | |
|---|---|---|---|---|
| 1 | RU000A105104 | 7% | 5% | |
| 2 | RU000A105112 | 7% | 5% |