NCC | Risk parameters on Securities market

News

10 March 2023 Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 13.03.2023:

№

Ticker

Minimum Initial Margin for the Market Risk, %

Concentration Limit, # of securities

Ban on short selling

Collateral

Level 1,

S_1_min

Level 2,

S_2_min

Level 3,

S_3_min

Level 1

Level 2

1

RU000A105XE7

20%

23%

26%

300,000

1,500,000

No

No