04.09.2026 11:28
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 07.09.2026:
| № | 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 | RU000A10G064 | 14% | 17% | 20% | 200 000 | 1 000 000 | No | No |
| 2 | RU000A10FZZ1 | 12% | 15% | 18% | 150 000 | 750 000 | No | No |
| 3 | RU000A10G0Q3 | 13% | 16% | 19% | 800 000 | 4 000 000 | No | Yes |