06.05.2026 18:21
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 07.05.2026:
| № | 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 | RU000A10F4F9 | 11% | 14% | 17% | 1 740 000 | 8 700 000 | No | Yes |