09.06.2026 09:03
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from June, 9th 2026:
- Market risk rates:
| Ticker | Current market risk rates | Market risk rates from June, 9th 2026 | ||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| RU000A105GN3 | 100% | 100% | 100% | 50% | 60% | 70% |
| RU000A10DJ00 | 100% | 100% | 100% | 50% | 60% | 70% |
| RU000A10FC96 | 100% | 100% | 100% | 50% | 60% | 70% |
- Concentration limits:
| Ticker | Current concentration limits, pcs | Concentration limits, pcs from June, 9th 2026 | ||
| LK_1 | LK_2 | LK_1 | LK_2 | |
| RU000A105GN3 | 622 | 3 110 | 5 082 | 25 410 |
| RU000A10DJ00 | 2 000 | 2 001 | 100 000 | 500 000 |
| RU000A10FC96 | 2 000 | 2 001 | 84 000 | 420 000 |
3. Ban on short selling:
| Ticker | Current Ban on short selling | Ban on short selling from June, 9th 2026 | |
| RU000A10DJ00 | Yes | No | |
| RU000A10FC96 | Yes | No |