26.03.2026 18:51
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 27.03.2026:
| № | 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 | RU000A10DUQ6 | 50% | 60% | 70% | 70 000 | 350 000 | No | No |
| 2 | RU000A10EPP6 | 70% | 90% | 100% | 70 000 | 350 000 | No | No |
| 3 | RU000A10EPQ4 | 17% | 20% | 23% | 70 000 | 350 000 | No | No |
| 4 | RU000A10EPX0 | 13% | 16% | 19% | 700 000 | 3 500 000 | No | Yes |