10.02.2025 18:09
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 12.02.2025:
| № | 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 | RU000A10AS85 | 30% | 33% | 36% | 400,000 | 2,000,000 | No | Yes |
| 2 | RU000A10AUE8 | 14% | 17% | 20% | 400,000 | 2,000,000 | No | Yes |
| 3 | RU000A10AU73 | 8% | 11% | 14% | 300,000 | 1,500,000 | No | No |