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10 February 2023
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 13.02.2023 :
№
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
RU000A105TY3
19%
22%
25%
410,000
2,050,000
No
No
2
RU000A105U00
30%
33%
36%
600,000
3,000,000
No
Yes
