Risk parameters on Securities market
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25.07.2025 17:51
CCP NCC sets the following risk parameters on Securities market starting from 07/28/2025:
| No. | 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 | RU000A10C5J1 | 70% | 90% | 100% | 60,000 | 300,000 | No | No |
| 2 | RU000A10C6F7 | 70% | 90% | 100% | 400,000 | 2,000,000 | No | No |
| 3 | RU000A10C6P6 | 23% | 26% | 29% | 200,000 | 1,000,000 | No | No |
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