05.12.2025 18:37
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 08.12.2025:
| № | 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 | RU000A10DQA8 | 11% | 13% | 14% | 16 000 | 64 000 | No | Yes |
| 2 | RU000A10DQB6 | 9% | 10% | 12% | 24 000 | 96 000 | No | Yes |
| 3 | RU000A10DQL5 | 11% | 14% | 17% | 400 000 | 2 000 000 | No | Yes |