NCC | Risk parameters on Securities market

News

CCP NCC sets the following risk parameters on Securities market starting from 02.06.2026:

№	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	RU000A10FA64	50%	60%	70%	60 000	300 000	No	No
2	RU000A10FA72	50%	60%	70%	200 000	1 000 000	No	No
3	RU000A10F7R7	15%	18%	21%	2 400 000	12 000 000	No	Yes