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28 February 2023
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 01.03.2023 :
№
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
RU000A105WC3
15%
18%
21%
240,000
1,200,000
No
No
2
RU000A105W81
16%
19%
22%
100,000
500,000
No
No
