NCC | Risk parameters on Securities market

News

CCP NCC sets the following risk parameters on Securities market starting from 25.12.2023:

№	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	RU000A107GC2	13%	16%	19%	800 000	4 000 000	No	No
2	RU000A107GB4	13%	16%	19%	200 000	1 000 000	No	No
3	RU000A107D58	23%	26%	29%	12 000	60 000	No	No