25.10.2024 19:00
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 28.10.2024:
| № | 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 | ||||
| # | RU000A109VL8 | 15 | 18 | 21 | 440 000 | 2 200 000 | No | Yes |
| # | RU000A109VM6 | 12 | 15 | 18 | 100 000 | 500 000 | No | No |