23.12.2025 18:29
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 24.12.2025:
| № | 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 | RU000A10DYG9 | 23% | 26% | 29% | 500 000 | 2 500 000 | No | Yes |
| 2 | RU000A10DYH7 | 67% | 70% | 73% | 100 000 | 500 000 | No | No |
| 3 | RU000A10CCJ1 | 100% | 100% | 100% | 2 000 | 2 001 | Yes | No |
| № | Торговый код | Collateral |
|---|---|---|
| 1 | RU000A10DXJ5 | Yes |