26.02.2026 18:45
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 27.02.2026:
| № | 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 | RU000A10EDA4 | 14% | 17% | 20% | 400 000 | 2 000 000 | No | Yes |
| 2 | RU000A10EDW8 | 11% | 14% | 17% | 1 700 000 | 8 500 000 | No | Yes |
| 3 | RU000A10EE87 | 11% | 14% | 17% | 110 000 | 550 000 | No | No |
| № | Ticker | Minimum Initial Margin for the Market Risk, % | ||
|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | ||
| 1 | RU000A10ECH1 | 8% | 11% | 14% |