28.04.2025 18:58
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 29.04.2025:
| № | 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 | RU000A107XG8 | 10% | 13% | 16% | 400 000 | 2 000 000 | No | Yes |
| 2 | RU000A10BGY3 | 10% | 13% | 16% | 300 000 | 1 500 000 | No | No |
| 3 | RU000A10BJ02 | 19% | 22% | 25% | 70 000 | 350 000 | No | Yes |
| № | Ticker | Minimum Initial Margin for the Market Risk, % | ||
|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | ||
| 1 | RU000A10BGF2 | 14% | 17% | 20% |