03.07.2024 19:30
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 04.07.2024:
| № | 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 | SU26248RMFS3 | 11% | 12% | 13% | 1 000 000 | 5 000 000 | No | Yes |
| 2 | RU000A108PR9 | 19% | 22% | 25% | 3 189 | 15 946 | No | Yes |