24.12.2025 19:17
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 25.12.2025:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | Ban on short selling | Extended Collateral | |||
|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||||
| 1 | RU000A10DWX8 | 27% | 30% | 45% | 3 037 246 | 15 186 230 | No | Yes |
| 2 | RU000A10DX10 | 27% | 30% | 41% | 951 265 | 4 756 325 | No | Yes |