31.03.2025 18:33
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from April 1, 2025
| № | Ticker | Market risk rates | Concentration Limit, # of securities | Ban on short selling | Extended collateral list group | |||
|---|---|---|---|---|---|---|---|---|
| S_1_min | S_1_min | S_1_min | Level 1 | Level 2 | ||||
| 1 | RU000A107SY1 | 40% | 43% | 53% | 910 000 | 4 550 000 | No | Yes |
| 2 | RU000A106YR5 | 40% | 43% | 53% | 597 000 | 2 985 000 | No | Yes |
| 3 | RU000A108GC0 | 40% | 43% | 53% | 1 194 000 | 5 970 000 | No | Yes |
| 4 | RU000A109L98 | 40% | 43% | 53% | 79 000 | 395 000 | No | No |
| 5 | RU000A109NG5 | 19% | 22% | 33% | 1 601 000 | 8 005 000 | No | Yes |
| 6 | RU000A109NH3 | 40% | 43% | 53% | 1 000 000 | 5 000 000 | No | Yes |
| 7 | RU000A109NJ9 | 23% | 26% | 37% | 2 000 000 | 10 000 000 | No | Yes |
| 8 | RU000A109MG7 | 40% | 43% | 53% | 600 000 | 3 000 000 | No | Yes |
| 9 | RU000A10AQC0 | 25% | 28% | 40% | 40 000 | 200 000 | No | Yes |
| 10 | RU000A10AQE6 | 40% | 43% | 53% | 1 269 000 | 6 345 000 | No | Yes |