08.12.2025 17:04
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from December, 9th 2025:
Minimum initial margin for the market risk.
| Ticker | Current minimum initial margin for the market risk, % | New minimum initial margin for the market risk from 09.12.25, % | ||||
|---|---|---|---|---|---|---|
| S1_min | S1_min | S2_min | S3_min | S2_min | S3_min | |
| RU000A10CLX3 | 18 | 21 | 24 | 100 | 100 | 100 |
| RU000A1066A1 | 11 | 14 | 17 | 100 | 100 | 100 |
| RU000A105Q63 | 10 | 13 | 16 | 100 | 100 | 100 |
| RU000A107U81 | 8 | 11 | 14 | 100 | 100 | 100 |