02.06.2026 19:06
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 03.06.2026:
| № | 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 | RU000A10FAN0 | 11% | 14% | 17% | 600 000 | 3 000 000 | No | Yes |
| 2 | RU000A10FAK6 | 11% | 13% | 15% | 6 580 | 26 320 | No | Yes |