Risk parameters on Securities market
09/15/2025 18:21
CCP NCC sets the following risk parameters on Securities market starting from 09/16/2025:
| 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 | RU000A10CR50 | 70% | 90% | 100% | 500,000 | 2,500,000 | No | No |
| 2 | RU000A10CRC4 | 23% | 26% | 29% | 170,000 | 850,000 | No | Yes |
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