NCC | Risk parameters on Securities market

News

CCP NCC sets the following risk parameters on Securities market starting from 31.07.2024:

№	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	RU000A1094G0	15%	18%	21%	17,000	85,000	No	No
2	RU000A1094E5	12%	15%	18%	200,000	1,000,000	No	No
3	RU000A1094F2	12%	15%	18%	140,000	700,000	No	No