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Risk parameters on Securities market

Risk parameters on Securities market

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10.07.2025 18:05

CCP NCC sets the following risk parameters on Securities market starting from 07/11/2025:

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 RU000A10BZH8 30% 40% 50% 400,000 2,000,000 No Yes
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