03.07.2023 09:10

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 03.07.2023 :
 

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 RU000A106FV6 30% 33% 36% 400,000 2,000,000 No Yes
Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form