12.02.2026 18:38
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 13.02.2026:
| № | 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 | RU000A10E8N5 | 11% | 14% | 17% | 400 000 | 2 000 000 | No | Yes |
| 2 | RU000A10E8P0 | 17% | 20% | 23% | 80 000 | 400 000 | No | Yes |
| 3 | RU000A10E9Y0 | 23% | 26% | 29% | 5 000 | 25 000 | No | Yes |
| 4 | RU000A10EA16 | 50% | 60% | 70% | 174 000 | 870 000 | No | No |
| 5 | RU000A10DZW3 | 15% | 18% | 21% | 500 000 | 2 500 000 | No | Yes |