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15 March 2023
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 16.03.2023 :
№
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
SU52005RMFS4
12%
13%
14%
1 000 000
5 000 000
No
Yes
2
RU000A105YH8
20%
23%
26%
1 000 000
5 000 000
No
Yes
