05.06.2025 18:17
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 06.06.2025:
- 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, % | Concentration limits from, 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 | |
| RKKE | 100 | 100 | 100 | 2000 | 2001 | 50 | 75 | 95 | 604 | 3 020 |
- Value "Ban on short selling"
| Ticker | Current Value "Ban on short selling" | Value "Ban on short selling" |
|---|---|---|
| RKKE | Yes | No |
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