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20.12.2022 18:23

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 21.12.2022 :

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short selling	Collateral
1	RU000A105LY0	36%	39%	42%	200 000	1 000 000	No	Yes
2	RU000A105NA6	14%	17%	20%	300 000	1 500 000	No	No

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