04.03.2025 19:45
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 05.03.2025:
| № | 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 | RU000A10B024 | 7% | 10% | 13% | 240 000 | 1 200 000 | No | No |
| 2 | RU000A10B0C8 | 12% | 15% | 18% | 30 000 | 150 000 | No | Yes |