02.07.2025 19:48
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 03.07.2025:
| № | 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 | SU26250RMFS9 | 8% | 9% | 10% | 7 000 000 | 35 000 000 | No | Yes |
| 2 | RU000A10BY94 | 50% | 60% | 70% | 240 000 | 1 200 000 | No | No |