28.05.2026 18:54
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 29.05.2026:
| № | 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 | RU000A10F9B7 | 12% | 15% | 18% | 400 000 | 2 000 000 | No | Yes |
| 2 | RU000A10F8Q7 | 50% | 60% | 70% | 150 000 | 750 000 | No | No |