04.10.2023 19:35
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 05.10.2023 :
| № | 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 | SU29025RMFS2 | 8% | 9% | 10% | 1,000,000 | 5,000,000 | No | Yes |