23.04.2025 18:59
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 24.04.2025:
| № | 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 | RU000A10BG62 | 50% | 60% | 70% | 100 000 | 500 000 | No | No |
| 2 | RU000A10BGF2 | 47% | 50% | 53% | 600 000 | 3 000 000 | No | Yes |
| 3 | RU000A10BGH8 | 19% | 22% | 25% | 4 000 | 20 000 | No | Yes |
| 4 | RU000A10BGJ4 | 14% | 17% | 20% | 900 000 | 4 500 000 | No | Yes |