CCP NCC sets the following risk parameters on Securities market starting from December 24, 2020:
№
Ticker
Description
Market risk rates
Concentration limits, number of securities
Eligible collateral
Ban on short selling attribute
S_1_min
S_2_min
S_3_min
LK1
LK2
1
RU000A102KZ6
GSP-Finance
14%
17%
20%
100,000
500,000
No
