27.08.2025 18:07
Risk parameters on Securities market
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 28.08.2025:
| № | 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 | RU000A10CG79 | 70% | 90% | 100% | 100 000 | 500 000 | No | No |
| 2 | RU000A10CKY3 | 50% | 60% | 70% | 100 000 | 500 000 | No | No |
| 3 | RU000A10CKZ0 | 11% | 14% | 17% | 1 200 000 | 6 000 000 | No | No |
| 4 | RU000A10CL07 | 11% | 14% | 17% | 278 000 | 1 390 000 | No | Yes |
| 5 | RU000A10CL64 | 70% | 90% | 100% | 130 000 | 650 000 | No | No |