26.09.2025 19:41
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 29.09.2025:
| № | 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 | RU000A10CBA2 | 26% | 29% | 32% | 500 000 | 2 500 000 | No | Yes |
| 2 | RU000A10CTK3 | 30% | 40% | 50% | 300 000 | 1 500 000 | No | No |
| 3 | RU000A10CTX6 | 25% | 28% | 31% | 12 000 | 60 000 | No | Yes |
| 4 | RU000A10CU55 | 15% | 18% | 21% | 60 000 | 300 000 | No | No |
| 5 | RU000A10CU89 | 15% | 18% | 21% | 120 000 | 600 000 | No | No |
| 6 | RU000A10CUB0 | 15% | 18% | 21% | 70 000 | 350 000 | No | No |