News


 

CCP NCC sets the following risk parameters on Securities market starting from 05.02.2025:

 

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 RU000A10ASW4 10% 13% 16% 200 000 1 000 000 No No
2 RU000A10ASY0 14% 17% 20% 400 000 2 000 000 No Yes
3 RU000A10ASZ7 14% 17% 20% 340 000 1 700 000 No Yes