01.12.2025 18:42
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 02.12.2025:
| № | 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 | RU000A10DP51 | 70% | 90% | 100% | 250 000 | 1 250 000 | No | No |
| 2 | RU000A10DP93 | 12% | 15% | 18% | 73 000 | 365 000 | No | No |
| 3 | RU000A10DPB8 | 12% | 15% | 18% | 62 000 | 310 000 | No | No |