19.11.2025 17:34
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 20.11.2025:
| № | 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 | RU000A10DJH8 | 25% | 28% | 31% | 150 000 | 750 000 | No | No |
| 2 | SU26253RMFS3 | 11% | 12% | 14% | 4 080 464 | 16 321 856 | No | Yes |