26.06.2025 20:22
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 27.06.2025:
| № | 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 | RU000A10BUK3 | 15% | 18% | 21% | 300 000 | 1 500 000 | No | Yes |
| 2 | RU000A10BVW6 | 15% | 18% | 21% | 80 000 | 400 000 | No | No |
| 3 | RU000A10BW62 | 11% | 14% | 17% | 300 000 | 1 500 000 | No | Yes |
| 4 | RU000A107BL4 | 15% | 18% | 21% | 6 311 | 31 555 | No | Yes |
| 5 | RU000A107C67 | 15% | 18% | 21% | 6 669 | 33 345 | No | Yes |
| 6 | RU000A10BQU0 | 19% | 22% | 25% | 100 000 | 500 000 | No | Yes |
| 7 | RU000A10BTU4 | 19% | 22% | 25% | 100 000 | 500 000 | No | Yes |
| 8 | RU000A10BU23 | 10% | 13% | 16% | 60 000 | 300 000 | No | Yes |
| 9 | RU000A10BPQ0 | 9% | 12% | 15% | 200 000 | 1 000 000 | No | Yes |