02.12.2024 18:16
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 03.12.2024:
| № | 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 | RU000A10A729 | 9% | 12% | 15% | 140 000 | 700 000 | No | Yes |