30.07.2024 17:58
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 31.07.2024:
| № | 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 | RU000A1094G0 | 15% | 18% | 21% | 17,000 | 85,000 | No | No |
| 2 | RU000A1094E5 | 12% | 15% | 18% | 200,000 | 1,000,000 | No | No |
| 3 | RU000A1094F2 | 12% | 15% | 18% | 140,000 | 700,000 | No | No |