04.02.2026 18:19
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 05.02.2026:
| № | 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 | RU000A10ADC8 | 7% | 10% | 13% | 1 000 000 | 5 000 000 | No | Yes |
| 2 | RU000A10E6T6 | 12% | 15% | 18% | 30 000 | 150 000 | No | No |
| 3 | RU000A10E6V2 | 12% | 15% | 18% | 300 000 | 1 500 000 | No | Yes |
| 4 | RU000A10E721 | 50% | 60% | 70% | 200 000 | 1 000 000 | No | No |
| 5 | RU000A10E739 | 13% | 16% | 19% | 300 000 | 1 500 000 | No | Yes |
| 6 | RU000A10E7G1 | 15% | 18% | 21% | 100 000 | 500 000 | No | No |