Risk parameters on Securities market & security FLOT
Risk parameters on Securities market & security FLOT
CCP NCC sets the following risk parameters on Securities market starting from 02.02.2023 :
| № | 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 | RU000A105SL2 | 30% | 33% | 36% | 700 000 | 3 500 000 | No | Yes |
| 2 | RU000A105RG4 | 16% | 19% | 22% | 25 000 | 125 000 | No | No |
Risk parameters change for the security FLOT
As per the Securities market risk parameters methodology, on 01.02.2023, 12-29 (MSK) the upper bound of the price band (up to 56.77) and initial margins (up to 41.25 %) for the security FLOT were changed.
New values are available here.
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