11.04.2023 11:32
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 12.04.2023 :
| № | 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 | RU000A106375 | 24% | 27% | 30% | 800 000 | 4 000 000 | No | Yes |