01.10.2025 19:13
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 02.10.2025:
| № | 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 | RU000A10CWF7 | 30% | 40% | 50% | 240 000 | 1 200 000 | No | No |
| 2 | RU000A10CZ43 | 50% | 60% | 70% | 60 000 | 300 000 | No | No |
| 3 | RU000A10CZ68 | 19% | 22% | 25% | 5 000 | 25 000 | No | Yes |