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31 May 2023
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 01.06.2023 :
№
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
RU000A1069P3
24%
27%
30%
1,600,000
8,000,000
No
Yes
2
RU000A103YV4
24%
27%
30%
400,000
2,000,000
No
Yes
