25.02.2025 18:12
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 26.02.2025:
| № | 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 | RU000A10AYY8 | 10% | 13% | 16% | 12 000 | 60 000 | No | Yes |
| 2 | RU000A10AZ60 | 17% | 20% | 23% | 600 000 | 3 000 000 | No | Yes |
| 3 | RU000A10AZ45 | 14% | 17% | 20% | 560 000 | 2 800 000 | No | Yes |