Risk parameters on Securities market
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08.07.2025 19:07
CCP NCC sets the following risk parameters on Securities market starting from 07/09/2025:
| 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 | RU000A10C0V7 | 50% | 60% | 70% | 220,000 | 1 100 000 | No | No |
| 2 | RU000A10C0X3 | 70% | 90% | 100% | 39,000 | 195,000 | No | No |
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