23.12.2022 13:02
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 23.12.2022 :
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | Ban on short selling | Collateral (from 23.12.2022) | Collateral (from 26.12.2022) | |||
|---|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |||||
| 1 | RU000A105NH1 | 40% | 43% | 46% | 17,000 | 85,000 | No | No | No |
| 2 | RU000A105NE8 | 30% | 33% | 36% | 280,000 | 1,400,000 | No | No | Yes |
| 3 | RU000A105BA1 | 7% | 10% | 13% | 600,000 | 3,000,000 | No | No | No |