NCC | Risk parameters on Securities market

News

CCP NCC sets the following risk parameters on Securities market starting from 14.04.2026:

№	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	RU000A10ETL7	9%	12%	15%	300 000	1 500 000	No	Yes
2	RU000A10ETQ6	17%	20%	23%	800 000	4 000 000	No	Yes
3	RU000A10ETT0	15%	18%	21%	300 000	1 500 000	No	Yes