02.03.2026 13:02
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 02.03.2026:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Ban on short selling | ||
|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | |||
| 1 | RU000A10EED6 | 18% | No | ||
| 2 | RU000A10EEP0 | 17% | No | ||
CCP NCC sets the following risk parameters on Securities market starting from 03.03.2026:
| № | 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 | RU000A10EED6 | 12% | 15% | 18% | 800 000 | 4 000 000 | No | Yes |
| 2 | RU000A10EEP0 | 11% | 14% | 17% | 800 000 | 4 000 000 | No | Yes |