26.11.2025 17:49
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 27.11.2025:
| № | 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 | RU000A109KC0 | 13% | 16% | 19% | 520 000 | 2 600 000 | No | Yes |
| 2 | RU000A10DLV5 | 19% | 22% | 25% | 80 000 | 400 000 | No | Yes |
| 3 | SU26254RMFS1 | 11% | 13% | 14% | 7 000 000 | 28 000 000 | No | Yes |