NCC | Risk parameters on Securities market

News

CCP NCC sets the following risk parameters on Securities market starting from 17.07.2023 :

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short selling	Collateral
1	RU000A106JZ9	11%	14%	17%	120,000	600,000	No	No
2	RU000A106G56	19%	22%	25%	10,000	50,000	No	No
3	RU000A106G31	15%	18%	21%	10,000	50,000	No	No