Risk parameters on Securities market
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30.05.2025 18:02
CCP NCC sets the following risk parameters on Securities market starting from 02.06.2025:
| № | 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 | RU000A10BJX9 | 50% | 60% | 70% | 90 000 | 450 000 | No | No |
| 2 | RU000A10BPV0 | 30% | 40% | 50% | 200 000 | 1 000 000 | No | No |
| 3 | RU000A10BPZ1 | 50% | 60% | 70% | 240 000 | 1 200 000 | No | No |
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