08.07.2024 17:58
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 09.07.2024:
№ | 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 | RU000A108TV3 | 19% | 22% | 25% | 10 000 | 50 000 | No | Yes |
Risk parameters |