23.10.2025 17:49
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 24.10.2025:
| № | 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 | RU000A10D806 | 18% | 21% | 24% | 45 000 | 225 000 | No | No |