12.02.2025 18:38
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 13.02.2025:
| № | 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 | RU000A10AUX8 | 19% | 22% | 25% | 100 000 | 500 000 | No | Yes |
| 2 | RU000A10AUY6 | 8% | 11% | 14% | 500 000 | 2 500 000 | No | Yes |