CCP NCC sets the following risk parameters on Securities market starting from 08.04.2025 and on Derivatives market starting from 7 p.m. of April, 7th 2025:
- Minimum initial margin for the market risk and concentration limits:
| Ticker |
Current Minimum Initial Margin for the Market Risk, % |
Current concentration limits, pcs. |
Minimum Initial Margin for the Market Risk from 08.04.2025, % |
Concentration limits from 08.04.2025, pcs. |
| Level 1, S_1_min |
Level 2, S_2_min |
Level 3, S_3_min |
Level 1 |
Level 2 |
Level 1, S_1_min |
Level 2, S_2_min |
Level 3, S_3_min |
Level 1 |
Level 2 |
| SPBE |
100 |
100 |
100 |
29 843 |
149 217 |
75 |
90 |
100 |
593 620 |
2 968 100 |
- Value "Ban on short selling"
| Ticker |
Current Value "Ban on short selling" |
Value "Ban on short selling" from 08.04.2025 |
| SPBE |
No |
Yes |
- Market risk rates and concentration limits on Derivatives market:
| Underlying |
Market risk rates, % |
Concentration limits, pcs |
Market risk rates from 7 p.m. of April, 7th 2025, % |
Concentration limits rates from 7 p.m. of April, 7th 2025, pcs |
| MR1 |
MR2 |
MR3 |
LK1 |
LK2 |
MR1 |
MR2 |
MR3 |
LK1 |
LK2 |
| SPBE |
100 |
100 |
100 |
29 843 |
149 217 |
75 |
90 |
100 |
593 620 |
2 968 100 |
