21.05.2026 18:48
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 22.05.2026:
| № | 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 | RU000A10F7L0 | 13% | 16% | 19% | 1 600 000 | 8 000 000 | No | Yes |
| 2 | RU000A10F7N6 | 13% | 16% | 19% | 500 000 | 2 500 000 | No | Yes |
| 3 | RU000A10F7J4 | 21% | 24% | 27% | 174 000 | 870 000 | No | No |