Risk parameters on Securities market
22.09.2025 18:15
CCP NCC sets the following risk parameters on Securities market starting from 23.09.2025:
| № | 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 | RU000A10CSQ2 | 15% | 18% | 21% | 140 000 | 700 000 | No | No |
| 2 | RU000A10CT25 | 10% | 13% | 16% | 400 000 | 2 000 000 | No | Yes |
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