CCP NCC sets the following risk parameters on Securities market starting from June 2, 2021:
№
Ticker
Market risk rates
Concentration limits, units
Ban on short selling
Eligible as collateral
S_1_min
S_2_min
S_3_min
LK_1
LK_2
1
RU000A1036F3
12%
15%
18%
100 000
500 000
No
2
RU000A1036E6
14%
17%
20%
300 000
1 500 000
3
RU000A1036M9
200 000
1 000 000
4
RU000A1036H9
