03.09.2024 19:26
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 04.09.2024:
| № | 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 | RU000A109DY9 | 10 | 13 | 16 | 300 000 | 1 500 000 | No | Yes |
| 2 | RU000A109DT9 | 12 | 15 | 18 | 100 000 | 500 000 | No | No |