10.03.2026 18:27
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 11.03.2026:
| № | 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 | RU000A10EHA5 | 14% | 22% | 30% | 9 200 000 | 46 000 000 | No | Yes |
| 2 | RU000A10EHC1 | 15% | 18% | 21% | 80 000 | 400 000 | No | No |