30.05.2023 18:56
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 31.05.2023 :
| № | 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 | RU000A106A94 | 15% | 18% | 21% | 100 000 | 500 000 | No | No |
| 2 | RU000A106AT1 | 30% | 33% | 36% | 900 000 | 4 500 000 | No | Yes |
| 3 | RU000A106AJ2 | 28% | 31% | 34% | 260 000 | 1 300 000 | No | Yes |