19.12.2025 17:58
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 22.12.2025:
| № | 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 | RU000A10DWF5 | 14% | 17% | 20% | 80 000 | 400 000 | No | No |
| 2 | RU000A10DWQ2 | 30% | 40% | 50% | 200 000 | 1 000 000 | No | No |
| 3 | RU000A10DWV2 | 12% | 15% | 18% | 60 000 | 300 000 | No | No |
| 4 | RU000A10DWW0 | 19% | 22% | 25% | 180 000 | 900 000 | No | No |
| 5 | RU000A10DXJ5 | 22% | 25% | 28% | 1 000 000 | 5 000 000 | No | No |
| 6 | RU000A10DXL1 | 15% | 18% | 21% | 440 000 | 2 200 000 | No | No |