CCP NCC sets the following risk parameters on Securities market starting from April 21, 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 | RU000A1030Y7 | 14% | 17% | 20% | 160 000 | 800 000 | No | No |