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23 November 2023
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 24.11.2023:
№
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
RU000A107936
22%
25%
28%
900 000
4 500 000
No
Yes
2
RU000A1077H3
15%
18%
21%
10 000
50 000
No
No
3
RU000A107910
15%
18%
21%
300 000
1 500 000
No
Yes
