CCP NCC sets the following risk parameters on Securities market starting from June 11, 2021:
№ | Ticker | Market risk rates | Concentration limits, units | Ban on short selling | Eligible as collateral |
S_1_min | S_2_min | S_3_min | LK_1 | LK_2 |
1 |
RU000A1038F9 |
14% |
17% |
20% |
300 000 |
1 500 000 |
No |
No |
2 |
RU000A1038D4 |
17% |
20% |
23% |
200 000 |
1 000 000 |
No |
No |