NCC | Risk parameters on Securities market

News

CCP NCC sets the following risk parameters on Securities market starting from 09.10.2026:

№	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	RU000A10GC87	10%	13%	16%	50 000	250 000	No	Yes
2	RU000A10GC53	18%	21%	24%	100 000	500 000	No	No
3	RU000A10GC46	14%	17%	20%	100 000	500 000	No	No