04.08.2025 18:27
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 05.08.2025:
| № | 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 | RU000A107QH0 | 15% | 18% | 21% | 9 126 | 45 630 | No | No |
| 2 | RU000A10C9Y2 | 19% | 22% | 25% | 15 000 | 75 000 | No | Yes |