22.06.2026 19:53
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 23.06.2026:
| № | 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 | RU000A10FGX6 | 22% | 25% | 28% | 200 000 | 1 000 000 | No | No |
| 2 | RU000A10FGV0 | 18% | 21% | 24% | 32 000 | 160 000 | No | Yes |
| 3 | RU000A10FGZ1 | 14% | 17% | 20% | 700 000 | 3 500 000 | No | Yes |