08.06.2023 17:57
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 09.06.2023 :
| № | 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 | RU000A106CN0 | 20% | 23% | 26% | 300,000 | 1,500,000 | No | Yes |
| 2 | RU000A105UP9 | 5% | 8% | 11% | 400,000 | 2,000,000 | No | No |