16.07.2026 19:15
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 17.07.2026:
| № | 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 | RU000A10FP83 | 30% | 40% | 50% | 200 000 | 1 000 000 | No | No |
| 2 | RU000A10FP91 | 11% | 14% | 17% | 600 000 | 3 000 000 | No | Yes |
| 3 | RU000A10FPB3 | 11% | 14% | 17% | 300 000 | 1 500 000 | No | Yes |
| 4 | RU000A10FPA5 | 30% | 40% | 50% | 500 000 | 2 500 000 | No | Yes |