15.12.2025 18:33
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 16.12.2025:
| № | 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 | RU000A10DMP5 | 30% | 40% | 50% | 100 000 | 500 000 | No | Yes |
| 2 | RU000A10DS66 | 18% | 21% | 24% | 100 000 | 500 000 | No | Yes |
| 3 | RU000A10DS74 | 17% | 20% | 23% | 2 400 000 | 12 000 000 | No | Yes |
| 4 | RU000A10DTF1 | 23% | 26% | 29% | 110 000 | 550 000 | No | No |
| 5 | RU000A10DTG9 | 70% | 90% | 100% | 60 000 | 300 000 | No | No |