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06 May 2025
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 07.05.2025:
№
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
RU000A10BK17
21%
24%
27%
2 400 000
12 000 000
No
Yes
2
RU000A10BK09
14%
17%
20%
850 000
4 250 000
No
Yes
