20.10.2025 17:08
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from October 21nd, 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 | |
| RU000A0JWRV9 | 9 | 12 | 15 | 7 | 10 | 13 |
| RU000A101FH6 | 13 | 16 | 19 | 8 | 11 | 14 |
| RU000A101NG2 | 12 | 15 | 18 | 7 | 10 | 13 |
| RU000A104SU6 | 10 | 13 | 16 | 7 | 10 | 13 |
| RU000A104WJ1 | 10 | 13 | 16 | 7 | 10 | 13 |
| RU000A1083U4 | 13 | 16 | 19 | 11 | 14 | 17 |
| RU000A1083W0 | 13 | 16 | 19 | 11 | 14 | 17 |
| RU000A109312 | 13 | 16 | 19 | 11 | 14 | 17 |
| RU000A109SK6 | 10 | 13 | 16 | 7 | 10 | 13 |
| RU000A10B1N3 | 9 | 12 | 15 | 7 | 10 | 13 |
| Ticker | Collateral | Collateral from 21.10.2025 |
|---|---|---|
| RU000A0JWRV9 | No | Yes |
| RU000A101FH6 | No | Yes |
| RU000A101NG2 | No | Yes |
| RU000A104SU6 | No | Yes |
| RU000A104WJ1 | No | Yes |
| RU000A1083U4 | No | Yes |
| RU000A1083W0 | No | Yes |
| RU000A109312 | No | Yes |
| RU000A109SK6 | No | Yes |
| RU000A10B1N3 | No | Yes |