17.04.2025 18:33
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 18.04.2025:
| № | 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 | RU000A10BFG2 | 18% | 21% | 24% | 800 000 | 4 000 000 | No | Yes |
| 2 | RU000A10BFF4 | 32% | 35% | 38% | 200 000 | 1 000 000 | No | Yes |
| 3 | RU000A10BFM0 | 19% | 22% | 25% | 7 000 | 35 000 | No | Yes |
| 4 | RU000A10BAP4 | 70% | 90% | 100% | 135 000 | 675 000 | No | No |