16.10.2025 17:57
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 17.10.2025:
| № | 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 | RU000A10D483 | 15% | 18% | 21% | 4 200 | 21 000 | No | Yes |
| 2 | RU000A10D4F1 | 11% | 14% | 17% | 470 000 | 2 350 000 | No | Yes |
| 3 | RU000A10D4G9 | 50% | 60% | 70% | 100 000 | 500 000 | No | No |
| 4 | RU000A10D4H7 | 36% | 39% | 42% | 100 000 | 500 000 | No | No |