01.08.2024 18:39
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 02.08.2024:
| № | 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 | RU000A1094X5 | 13% | 16% | 19% | 200 000 | 1 000 000 | No | Yes |
| 2 | RU000A1094R7 | 10% | 13% | 16% | 100 000 | 500 000 | No | Yes |
| 3 | RU000A1094V9 | 9% | 12% | 15% | 100 000 | 500 000 | No | Yes |
| 4 | RU000A1092X9 | 13% | 16% | 19% | 200 000 | 1 000 000 | No | Yes |