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19 December 2023
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 20.12.2023:
№
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
RU000A107C67
17%
20%
23%
10 000
50 000
No
No
2
RU000A107ET1
13%
16%
19%
800 000
4 000 000
No
Yes
