05.03.2025 18:09
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 06.03.2025:
| № | 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 | RU000A10B0T2 | 17% | 20% | 23% | 400 000 | 2 000 000 | No | Yes |
| 2 | RU000A10B0A2 | 13% | 16% | 19% | 848 000 | 4 240 000 | No | Yes |