10.07.2024 19:14
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 11.07.2024:
№ | 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 | RU000A108Y86 | 12% | 15% | 18% | 240 000 | 1 200 000 | no | no |