28.10.2025 11:14
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting 29.10.2025
| № | Ticker | Current Minimum Initial Margin for the Market Risk, % | Current Concentration Limit, # of securities | NEW Minimum Initial Margin for the Market Risk, % | NEW Concentration Limit, # of securities | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||
| 1 | BSPBP | 100% | 100% | 100% | 2000 | 2001 | 70% | 80% | 95% | 182 648 | 913 240 |
| № | Ticker | Current short sales limit |
Short sales Limit |
|---|---|---|---|
| 1 | BSPBP | 0 | - 36 540 |