24.08.2023 18:55

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 25.08.2023 :

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short selling	Collateral
1	RU000A106S29	13%	16%	19%	800,000	4,000,000	No	Yes
2	RU000A106S52	13%	16%	19%	800,000	4,000,000	No	Yes
3	RU000A106S37	13%	16%	19%	800,000	4,000,000	No	Yes

Contacts for media
+7 (495) 363-3232
Public Relations Department

Contacts for clients
+7 (495) 232-3363
Feedback form