Risk parameters on Securities market
08.09.2025 19:09
CCP NCC sets the following risk parameters on Securities market starting from 09.09.2025:
| 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 | RU000A10CP52 | 0.12 | 0.15 | 0.18 | 100,000 | 500,000 | No | Yes |
| 2 | RU000A10CP78 | 0.3 | 0.4 | 0.5 | 500,000 | 2,500,000 | No | Yes |
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