12.09.2025 09:19
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 12.09.2025:
| № | 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 | RU000A10CC32 | 50% | 60% | 70% | 200 000 | 1 000 000 | No | No |
| 2 | RU000A10CQ77 | 11% | 14% | 17% | 70 000 | 350 000 | No | No |
| 3 | RU000A10CQ85 | 9% | 12% | 15% | 300 000 | 1 500 000 | No | Yes |
| 4 | RU000A10CQ93 | 14% | 17% | 20% | 130 000 | 650 000 | No | No |
| 5 | RU000A10CQE2 | 50% | 60% | 70% | 60 000 | 300 000 | No | No |