Risk parameters on Securities market
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18.07.2025 18:15
CCP NCC sets the following risk parameters on Securities market starting from 21.07.2025:
| № | 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 | RU000A10C2J8 | 14% | 17% | 20% | 200 000 | 1 000 000 | No | Yes |
| 2 | RU000A10BZJ4 | 50% | 60% | 70% | 150 000 | 750 000 | No | No |
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