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08 June 2023
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 09.06.2023 :
№
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
RU000A106CN0
20%
23%
26%
300,000
1,500,000
No
Yes
2
RU000A105UP9
5%
8%
11%
400,000
2,000,000
No
No
