22.10.2025 18:02
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 23.10.2025:
| № | 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 | RU000A10D5C5 | 9% | 12% | 15% | 400 000 | 2 000 000 | No | Yes |
| 2 | SU26252RMFS5 | 9% | 10% | 11% | 7 000 000 | 28 000 000 | No | Yes |