25.12.2025 18:14
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 26.12.2025:
| № | 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 | RU000A10DYJ3 | 21% | 24% | 34% | 364 997 | 1 824 985 | No | Yes |