24.06.2024 18:47
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 25.06.2024:
№ | 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 | RU000A108P46 | 12% | 15% | 18% | 120,000 | 600,000 | No | No |
2 | RU000A108P79 | 23% | 26% | 29% | 14,000 | 70,000 | No | Yes |
Risk parameters |