10.06.2024 14:37
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from June 11, 2024:
| Ticker | Current market risk rates, % | Market risk rates from 11.06.2024, % | ||||
|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| GOLD | 36% | 48% | 100% | 21% | 31% | 100% |
| EQMX | 18% | 27% | 100% | 16% | 22% | 100% |
| Ticker | Current concentration limits | Concentration limits from 11.06.2024 | ||
|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | |
| AKMM | 623 314 | 3 116 569 | 1 233 184 | 6 165 921 |
| LQDT | 256 987 994 | 1 284 939 969 | 855 309 899 | 4 276 549 497 |
| SBMM | 5 094 086 | 25 470 432 | 14 061 955 | 70 309 776 |
| Ticker | Ban on short selling | Short sales Limit |
Eligible as collateral |
|---|---|---|---|
| RU000A0JR290 | Yes | - 10 000 000 | No |