CCP NCC sets the following risk parameters on Securities market starting from June 17, 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
RU000A103943
17%
20%
23%
493 000
2 465 000
No
2
RU000A103927
7%
10%
13%
140 000
700 000