NCC | Risk parameters on Securities market

News

CCP NCC sets the following risk parameters on Securities market starting from 05.07.2024:

№	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	RU000A108VW7	12%	15%	18%	600,000	3,000,000	No	No
2	RU000A108WY1	12.5%	15.5%	18.5%	200,000	1,000,000	No	Yes