20.03.2025 18:54
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 21.03.2025:
| № | 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 | RU000A10B495 | 15% | 18% | 21% | 600 000 | 3 000 000 | No | Yes |
| 2 | RU000A10B487 | 8% | 11% | 14% | 300 000 | 1 500 000 | No | No |
| 3 | RU000A10B347 | 8% | 11% | 14% | 32 000 | 160 000 | No | No |
| 4 | RU000A10B2X0 | 12% | 15% | 18% | 100 000 | 500 000 | No | No |
| 5 | RU000A10B4D8 | 13% | 16% | 19% | 600 000 | 3 000 000 | No | Yes |