News

CCP NCC sets the following risk parameters on Securities market starting from 14.07.2026:
 

Ticker Minimum Initial Margin for the Market Risk, % Concentration Limit, # of securities
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
1 RU000A10FEN2 50% 70% 100% 100 000 500 000
2 RU000A10FEQ5 50% 70% 100% 100 000 500 000
3 RU000A10FEP7 50% 70% 100% 100 000 500 000