09.10.2026 08:56
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 09.10.2026:
| № | 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 | RU000A10GC87 | 10% | 13% | 16% | 50 000 | 250 000 | No | Yes |
| 2 | RU000A10GC53 | 18% | 21% | 24% | 100 000 | 500 000 | No | No |
| 3 | RU000A10GC46 | 14% | 17% | 20% | 100 000 | 500 000 | No | No |