21.04.2025 18:25
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 22.04.2025:
| № | 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 | RU000A10BG13 | 12% | 15% | 18% | 300 000 | 1 500 000 | No | Yes |
| 2 | RU000A10BFY5 | 15% | 18% | 21% | 200 000 | 1 000 000 | No | Yes |
| 3 | RU000A10BFZ2 | 13% | 16% | 19% | 300 000 | 1 500 000 | No | No |
| 4 | RU000A10BFX7 | 70% | 90% | 100% | 60 000 | 300 000 | No | No |
| 5 | RU000A10BG05 | 13% | 16% | 19% | 300 000 | 1 500 000 | No | No |