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09 February 2023
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 10.02.2023 :
№
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
RU000A105SG2
52%
55%
58%
40 000
200 000
No
Yes
2
RU000A105TK2
12%
15%
18%
300 000
1 500 000
No
No
