11.03.2025 19:19
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 12.03.2025:
| № | 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 | RU000A10B0E4 | 24% | 27% | 30% | 600 000 | 3 000 000 | No | Yes |
| 2 | RU000A10B214 | 10% | 13% | 16% | 300 000 | 1 500 000 | No | Yes |