29.10.2025 19:44
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 30.10.2025:
| № | 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 | RU000A10D491 | 31% | 34% | 37% | 100 000 | 500 000 | No | Yes |
| 2 | RU000A10DBE2 | 13% | 16% | 19% | 700 000 | 3 500 000 | No | Yes |