09.07.2025 18:23
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 10.07.2025:
| № | 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 | SU26249RMFS1 | 10% | 11% | 12% | 5 529 089 | 27 645 445 | No | Yes |