CCP NCC will set the following risk parameters for RENI shares on Securities market starting from October 20, 2021:
Market risk rates and concentration limits, attributes for ban on short selling and eligible collateral:
№
Ticker
Market risk rates, %
Concentration limits, units
Ban on short selling
Eligible collateral
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
1
RENI
70%
80%
90%
78 431
392 155
No
Stress collateral scenarios:
Scen_UP
Scen_DOWN
15%
