20.11.2024 18:36
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 21.11.2024:
| № | 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 | RU000A10A3Z4 | 8% | 11% | 14% | 200 000 | 1 000 000 | No | No |
| 2 | RU000A10A3R1 | 10% | 13% | 16% | 400 000 | 2 000 000 | No | Yes |