CCP NCC sets the following risk parameters on Securities market starting from 08.04.2025 and on Derivatives market starting from 7 p.m. of April, 7th 2025:
1. Minimum initial margin for the market risk and concentration limits:
Ticker
Current Minimum Initial Margin for the Market Risk, %
Current concentration limits, pcs.
Minimum Initial Margin for the Market Risk from 08.04.2025, %
Concentration limits from 08.04.2025, pcs.
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
SPBE
100
100
100
29 843
149 217
75
90
100
593 620
2 968 100
2. Value "Ban on short selling"
Ticker
Current Value "Ban on short selling"
Value "Ban on short selling" from 08.04.2025
SPBE
No
Yes
3. Market risk rates and concentration limits on Derivatives market:
Underlying
Market risk rates, %
Concentration limits, pcs
Market risk rates from 7 p.m. of April, 7th 2025, %
Concentration limits rates from 7 p.m. of April, 7th 2025, pcs
