CCP NCC sets the following risk parameters on Securities market starting from June 23, 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
SU26237RMFS6
7%
8%
9%
1 000 000
5 000 000
No
Yes
2
SU26238RMFS4
13%
14%
15%
