19.07.2024 18:46
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 22.07.2024:
| № | 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 | RU000A109098 | 12% | 15% | 18% | 100,000 | 500,000 | No | No |
| 2 | RU000A109080 | 13% | 16% | 19% | 400,000 | 2,000,000 | No | Yes |
| 3 | RU000A1090K0 | 13% | 16% | 19% | 500,000 | 2,500,000 | No | No |