CCP NCC sets the following risk parameters on Securities market starting from 26.04.2023 :
| № |
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 |
RU000A1065C9 |
38% |
41% |
44% |
100 000 |
500 000 |
No |
Yes |
| 2 |
RU000A1064Y6 |
18% |
21% |
24% |
6 000 |
30 000 |
No |
No |
| 3 |
RU000A1065K2 |
24% |
27% |
30% |
300 000 |
1 500 000 |
No |
Yes |
| 4 |
RU000A1065A3 |
44% |
47% |
50% |
200 000 |
1 000 000 |
No |
Yes |
