News

CCP NCC sets the following risk parameters on Securities market starting from 29.04.2025:
 

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 RU000A107XG8 10% 13% 16% 400 000 2 000 000 No Yes
2 RU000A10BGY3 10% 13% 16% 300 000 1 500 000 No No
3 RU000A10BJ02 19% 22% 25% 70 000 350 000 No Yes

 

 

Ticker Minimum Initial Margin for the Market Risk, %
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min
1 RU000A10BGF2 14% 17% 20%