18.09.2025 18:52
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 19.09.2025:
| № | 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 | RU000A10CS75 | 10% | 13% | 16% | 600 000 | 3 000 000 | No | No |
| 2 | RU000A10CS91 | 70% | 90% | 100% | 140 000 | 700 000 | No | No |
| 3 | RU000A10CSD0 | 10% | 13% | 16% | 38 000 | 190 000 | No | No |
| 4 | RU000A10CSG3 | 23% | 26% | 29% | 20 000 | 100 000 | No | Yes |