26.12.2025 18:00
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 29.12.2025:
| № | 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 | RU000A10DZW3 | 12% | 15% | 18% | 500 000 | 2 500 000 | No | No |
| 2 | RU000A10E1Z4 | 30% | 40% | 50% | 116 000 | 580 000 | No | No |
| 3 | RU000A10E234 | 9% | 12% | 15% | 100 000 | 500 000 | No | Yes |