31.07.2025 14:28
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from August 1, 2025:
| Underlying | Current ban on short selling | Ban on short selling | Current market risk rates | Market risk rates from August, 1st 2025 | Current concentration limits, pcs | Concentration limits from August, 1st 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | |||
| UGLD | Yes | No | 100% | 100% | 100% | 50% | 80% | 95% | 150 177 333 | 750 886 663 | 173 580 526 | 867 902 630 |
| RU000A106656 | Yes | No | 100% | 100% | 100% | 12% | 15% | 18% | 200 000 | 1 000 000 | 200 000 | 1 000 000 |
| RU000A10B008 | Yes | No | 100% | 100% | 100% | 15% | 18% | 21% | 40 000 | 200 000 | 40 000 | 200 000 |