NCC | Risk parameters on Securities market

News

CCP NCC sets the following risk parameters on Securities market starting from 31.05.2023 :

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short selling	Collateral
1	RU000A106A94	15%	18%	21%	100 000	500 000	No	No
2	RU000A106AT1	30%	33%	36%	900 000	4 500 000	No	Yes
3	RU000A106AJ2	28%	31%	34%	260 000	1 300 000	No	Yes