06.08.2025 17:52
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 07.08.2025:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | Ban on short selling | Extended collateral | |||
|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||||
| 1 | RU000A10BVS4 | 11% | 14% | 24% | 707 522 | 3 537 610 | No | Yes |
| 2 | RU000A10C1N2 | 27% | 30% | 42% | 1 726 738 | 8 633 690 | No | Yes |
| 3 | RU000A10C1P7 | 25% | 28% | 42% | 2 054 839 | 10 274 195 | No | Yes |
| 4 | RU000A10C8J5 | 20% | 23% | 36% | 1 800 053 | 9 000 265 | No | Yes |
| 5 | RU000A10BP53 | 11% | 14% | 23% | 127 990 | 639 950 | No | No |