Risk parameters on Securities market
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22.05.2025 18:47
CCP NCC sets the following risk parameters on Securities market starting from 05/23/2025:
| 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 | RU000A10BL99 | 25% | 28% | 31% | 400,000 | 2,000,000 | No | Yes |
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