12.07.2024 19:21
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 15.07.2024:
№ | 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 | RU000A108LQ0 | 19% | 22% | 25% | 6 185 | 30 925 | No | Yes |
2 | RU000A108Z85 | 13% | 16% | 19% | 900 000 | 4 500 000 | No | Yes |
Main news |