News

CCP NCC sets the following risk parameters on Securities market starting from 28.09.2026
 

№ 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 RU000A10C840 8% 11% 14% 400 000 2 000 000 No Yes
2 RU000A10FSA9 7% 10% 13% 1 000 000 5 000 000 No Yes