13.10.2025 18:54
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 14.10.2025:
| № | 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 | RU000A10D301 | 14% | 17% | 20% | 20 000 | 100 000 | No | No |
| 2 | RU000A10D3B2 | 14% | 17% | 20% | 100 000 | 500 000 | No | Yes |
| 3 | RU000A10D3C0 | 14% | 17% | 20% | 600 000 | 3 000 000 | No | Yes |
| 4 | RU000A10D3J5 | 18% | 21% | 24% | 95 400 | 477 000 | No | No |
| 5 | RU000A10D3K3 | 18% | 21% | 24% | 78 600 | 393 000 | No | No |