01.11.2025 11:57
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 01.11.2025:
| № | 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 | RU000A10DBZ7 | 15% | 18% | 21% | 3 000 | 15 000 | No | No |
| 2 | RU000A10DCG5 | 14% | 17% | 20% | 170 000 | 850 000 | No | No |
| 3 | RU000A10DCJ9 | 10% | 13% | 16% | 600 000 | 3 000 000 | No | Yes |
| 4 | RU000A10DCK7 | 27% | 30% | 33% | 60 000 | 300 000 | No | No |