01.07.2026 19:55
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 02.07.2026:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | Ban on short selling | Extended Collateral | |||
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||||
| 1 | RU000A10FJL5 | 12% | 15% | 25% | 473 699 | 2 368 495 | No | Yes |
| 2 | RU000A10FJN1 | 14% | 17% | 27% | 406 238 | 2 031 190 | No | Yes |
| 3 | RU000A10FJ24 | 12% | 15% | 25% | 1 100 316 | 5 501 580 | No | Yes |