27.06.2025 18:22
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 30.06.2025:
№ | 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 | RU000A10BVY2 | 50% | 60% | 70% | 1 000 000 | 5 000 000 | No | No |
2 | RU000A10BW96 | 70% | 90% | 100% | 300 000 | 1 500 000 | No | No |
3 | RU000A10BWA0 | 50% | 60% | 70% | 980 000 | 4 900 000 | No | No |
4 | RU000A10BWC6 | 41% | 44% | 47% | 200 000 | 1 000 000 | No | No |
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