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09 February 2024
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 12.02.2024:
№
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
RU000A107RZ0
11%
14%
17%
490 000
2 450 000
No
No
2
RU000A107S10
13%
16%
19%
400 000
2 000 000
No
Yes
