14.05.2026 21:59
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 15.05.2026:
| № | 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 | RU000A10F504 | 40% | 43% | 46% | 3 000 000 | 15 000 000 | No | Yes |
| 2 | RU000A10F6E7 | 70% | 90% | 100% | 100 000 | 500 000 | No | No |
| 3 | RU000A10F6F4 | 20% | 23% | 26% | 204 000 | 1 020 000 | No | No |