01.07.2024 18:53
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 02.07.2024:
№ | 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 | RU000A108VL0 | 13% | 16% | 19% | 300 000 | 1 500 000 | No | Yes |
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