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25 February 2025
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 26.02.2025:
№
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
RU000A10AYY8
10%
13%
16%
12 000
60 000
No
Yes
2
RU000A10AZ60
17%
20%
23%
600 000
3 000 000
No
Yes
3
RU000A10AZ45
14%
17%
20%
560 000
2 800 000
No
Yes
