13.08.2025 18:09
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 14.08.2025:
| № | 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 | RU000A10C6C4 | 50% | 60% | 70% | 200 000 | 1 000 000 | No | No |
| 2 | RU000A10CCN3 | 15% | 18% | 21% | 60 000 | 300 000 | No | No |
| 3 | RU000A10CDZ5 | 16% | 19% | 22% | 600 000 | 3 000 000 | No | Yes |
| 4 | RU000A10C6F7 | 30% | 40% | 50% | 200 000 | 1 000 000 | No | No |