08.09.2025 19:09
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 09.09.2025:
| № | 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 | RU000A10CP52 | 12 | 15 | 18 | 100 000 | 500 000 | No | Yes |
| 2 | RU000A10CP78 | 30 | 40 | 50 | 500 000 | 2 500 000 | No | Yes |