30.09.2025 09:24
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from October 2nd, 2025:
Minimum initial margin for the market risk.
| Ticker | Current minimum initial margin for the market risk, % | New minimum initial margin for the market risk, % | ||||
| S1_min | S1_min | S2_min | S3_min | S2_min | S3_min | |
| RU000A0JXSS1 | 10 | 25 | 40 | 40 | 43 | 46 |
| RU000A0ZYFN3 | 6 | 9 | 12 | 40 | 43 | 46 |
| RU000A0ZYQU5 | 6 | 9 | 12 | 40 | 43 | 46 |
| RU000A101LX1 | 6 | 9 | 12 | 40 | 43 | 46 |
| RU000A101MB5 | 12 | 15 | 18 | 40 | 43 | 46 |
| RU000A1004K1 | 10 | 25 | 40 | 40 | 43 | 46 |
| RU000A1009L8 | 10 | 13 | 16 | 12.5 | 15.5 | 18.5 |
| RU000A10A6B8 | 8 | 11 | 14 | 21 | 24 | 27 |
| RU000A0ZZAL5 | 15 | 28 | 40 | 50 | 60 | 70 |