News

CCP NCC sets the following risk parameters on Securities market starting from 24.04.2025:
 

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 RU000A10BG62 50% 60% 70% 100 000 500 000 No No
2 RU000A10BGF2 47% 50% 53% 600 000 3 000 000 No No
3 RU000A10BGH8 19% 22% 25% 4 000 20 000 No No
4 RU000A10BGJ4 14% 17% 20% 900 000 4 500 000 No No