27.05.2026 19:08
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 28.05.2026:
| № | 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 | RU000A10F8N4 | 11% | 14% | 17% | 800 000 | 4 000 000 | No | Yes |
| 2 | RU000A10F8P9 | 18% | 21% | 24% | 500 000 | 2 500 000 | No | Yes |
| 3 | RU000A10F8T1 | 16% | 19% | 22% | 400 000 | 2 000 000 | No | Yes |
| 4 | RU000A10F8V7 | 11% | 14% | 17% | 2 000 000 | 10 000 000 | No | Yes |