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06 February 2023
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 07.02.2023 :
№
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
RU000A105SP3
13%
16%
19%
120 000
600 000
No
No
2
RU000A105SD9
24%
27%
30%
1 600 000
8 000 000
No
Yes
3
RU000A105RZ4
42%
45%
48%
20 000
100 000
No
Yes
