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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
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short selling	Extended Collateral
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

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Risk parameters

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25.12.25	REPO risk parameters change for the security SFIN
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