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03 December 2024
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 04.12.2024:
№
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
RU000A10A7C4
12%
15%
18%
170 000
850 000
No
No
2
RU000A10A7H3
13%
16%
19%
198 000
990 000
No
Yes
3
RU000A10A7F7
13%
16%
19%
500 000
2 500 000
No
Yes
