01.09.2023 10:11
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 01.09.2023 :
№ | 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 | RU000A106T93 | 14% | 17% | 20% | 200,000 | 1,000,000 | No | Yes |
2 | RU000A106P97 | 13% | 16% | 19% | 800,000 | 4,000,000 | No | Yes |