12.12.2025 18:15
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 15.12.2025:
| № | 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 | RU000A10DSG1 | 30% | 40% | 50% | 350 000 | 1 750 000 | No | No |
| 2 | RU000A10DT08 | 20% | 23% | 26% | 60 000 | 300 000 | No | Yes |