29.11.2023 09:12
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 29.11.2023:
| № | 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 | RU000A1079S6 | 13% | 16% | 19% | 300 000 | 1 500 000 | No | No |
| 2 | RU000A107A28 | 14% | 17% | 20% | 300 000 | 1 500 000 | No | No |