Risk parameters on Securities market
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28.05.2025 18:23
CCP NCC sets the following risk parameters on Securities market starting from 05/29/2025:
| 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 | RU000A10BPF3 | 19% | 22% | 25% | 130,000 | 650,000 | No | No |
| 2 | RU000A10BPN7 | 50% | 60% | 70% | 154,000 | 770,000 | No | No |
| 3 | RU000A10BPP2 | 15% | 18% | 21% | 8,000 | 40,000 | No | Yes |
| 4 | RU000A10BPQ0 | 7% | 10% | 13% | 200,000 | 1,000,000 | No | No |
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