News

CCP NCC sets the following risk parameters on Securities market starting from 21.04.2025:

1. Minimum initial margin for the market risk:

Ticker Minimum Initial Margin for the Market Risk, %
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min
1 RU000A105JP2 8% 11% 14%
2 RU000A10AT19 14% 17% 20%
3 RU000A10AT27 11% 14% 17%

2. Value "Collateral":

Ticker Collateral
1 RU000A10AT19 Yes
2 RU000A10AP21 Yes
3 RU000A1075S4 Yes
4 RU000A108LU2 Yes
5 RU000A105JP2 Yes
6 RU000A10AT27 Yes
7 RU000A10AHA3 Yes