03.03.2026 19:33
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 04.03.2026:
| № | 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 | RU000A10EEZ9 | 19% | 22% | 25% | 140 000 | 700 000 | No | No |
| 2 | RU000A10EF11 | 50% | 60% | 70% | 136 000 | 680 000 | No | No |