25.03.2024 19:16
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 26.03.2024:
| № | 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 | RU000A105HH3 | 12% | 15% | 18% | 120 000 | 600 000 | No | No |
| 2 | RU000A1083A6 | 15% | 18% | 21% | 2 000 000 | 10 000 000 | No | Yes |