NCC | Risk parameters on Securities market

News

CCP NCC sets the following risk parameters on Securities market starting from 07.09.2026:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short selling	Collateral
1	RU000A10G064	14%	17%	20%	200 000	1 000 000	No	No
2	RU000A10FZZ1	12%	15%	18%	150 000	750 000	No	No
3	RU000A10G0Q3	13%	16%	19%	800 000	4 000 000	No	Yes