31.05.2023 18:28
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 01.06.2023 :
| № | 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 | RU000A1069P3 | 24% | 27% | 30% | 1,600,000 | 8,000,000 | No | Yes |
| 2 | RU000A103YV4 | 24% | 27% | 30% | 400,000 | 2,000,000 | No | Yes |