02.09.2025 17:58
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 03.09.2025:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | |||
|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||
| 1 | RU000A10CMR3 | 23% | 26% | 29% | 80 000 | 400 000 |
CCP NCC sets the following risk parameters on Securities market starting from 04.09.2025:
| № | Ticker | Ban on short selling | Collateral |
|---|---|---|---|
| 1 | RU000A10CMR3 | No | Yes |