CCP NCC sets the following risk parameters on Securities market starting from June 21, 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
RU000A103661
34%
37%
40%
1 000 000
5 000 000
No
2
RU000A1038U8
400 000
2 000 000
3
RU000A102RQ0
24%
27%
30%
4
RU000A1039K7
16%
19%
22%
100 000
500 000
5
RU000A1038M5
14%
17%
20%
140 000
700 000