27.03.2026 18:32
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 30.03.2026:
| № | 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 | RU000A10EQ34 | 22% | 25% | 28% | 140 000 | 700 000 | No | No |
| 2 | RU000A10EQ42 | 28% | 31% | 34% | 220 000 | 1 100 000 | No | No |
| 3 | RU000A10EQ75 | 11% | 14% | 17% | 1 000 000 | 5 000 000 | No | No |