29.08.2023 18:19
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 30.08.2023 :
| № | 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 | RU000A106SM8 | 13% | 16% | 19% | 800 000 | 4 000 000 | No | Yes |
| 2 | RU000A106SQ9 | 13% | 16% | 19% | 400 000 | 2 000 000 | No | Yes |
| 3 | RU000A106SP1 | 11% | 14% | 17% | 130 000 | 650 000 | No | No |