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06 May 2024
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 07.05.2024:
№
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
RU000A108DE3
12%
15%
18%
220 000
1 100 000
No
No
2
RU000A108DM6
8%
11%
14%
100 000
500 000
No
No
