27.11.2025 18:14
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 28.11.2025:
| № | 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 | RU000A10DM96 | 11% | 14% | 17% | 700 000 | 3 500 000 | No | Yes |
| 2 | RU000A10DD30 | 50% | 70% | 100% | 480 000 | 2 400 000 | No | No |