09.11.2023 18:00

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 10.11.2023:
 

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 RU000A1076P8 8% 11% 14% 451 614 2 258 070 No No
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