15.06.2026 19:46
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 16.06.2026:
| № | 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 | RU000A10FC62 | 17% | 20% | 23% | 60 000 | 300 000 | No | Yes |
| 2 | RU000A10FDZ8 | 7% | 10% | 13% | 1 230 000 | 6 150 000 | No | Yes |