28.02.2023 18:07
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 01.03.2023 :
| № | 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 | RU000A105WC3 | 15% | 18% | 21% | 240,000 | 1,200,000 | No | No |
| 2 | RU000A105W81 | 16% | 19% | 22% | 100,000 | 500,000 | No | No |