News

CCP NCC sets the following risk parameters on Securities market starting from 22.04.2025:

 

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 RU000A10BG13 12% 15% 18% 300 000 1 500 000 No Yes
2 RU000A10BFY5 15% 18% 21% 200 000 1 000 000 No Yes
3 RU000A10BFZ2 13% 16% 19% 300 000 1 500 000 No No
4 RU000A10BFX7 70% 90% 100% 60 000 300 000 No No
5 RU000A10BG05 13% 16% 19% 300 000 1 500 000 No No