20.02.2026 19:21
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 24.02.2026:
| № | 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 | RU000A10EA08 | 90% | 95% | 100% | 132 000 | 660 000 | No | No |
| 2 | RU000A10ECC2 | 15% | 18% | 21% | 300 000 | 1 500 000 | No | Yes |
| 3 | RU000A10ECH1 | 32% | 35% | 38% | 600 000 | 3 000 000 | No | Yes |
| 4 | RU000A10ECK5 | 19% | 22% | 25% | 50 000 | 250 000 | No | Yes |
| 5 | RU000A10ECM1 | 12% | 15% | 18% | 1 000 000 | 5 000 000 | No | Yes |