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12 July 2024
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 15.07.2024:
№
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
RU000A108LQ0
19%
22%
25%
6 185
30 925
No
Yes
2
RU000A108Z85
13%
16%
19%
900 000
4 500 000
No
Yes
