25.06.2026 18:50
Risk parameters changes on Securities and Derivatives market
CCP NCC changes the following risk parameters on on Securities market and Derivatives market:
1. Market risk on Securities market from June, 29th 2026:
| Тикер | Наименование | Current market risk rates | Current concentration limits, units. | Current ban on short selling | Current eligible as collateral | |||
| S1_min | S2_min | S3_min | 1 уровень | 2 уровень | ||||
| RU000A10DTV8 | СОПФ ДОМ.РФ, 14 | 100% | 100% | 100% | 2 000 | 2 001 | Yes | No |
| RU000A10ETE2 | СОПФ ДОМ.РФ, 15 | 100% | 100% | 100% | 2 000 | 2 001 | Yes | No |
| RU000A10F140 | СОПФ ДОМ.РФ, 16 | 100% | 100% | 100% | 2 000 | 2 001 | Yes | No |
| Тикер | Наименование | Market risk rates from 29th 2026 | Concentration limits from 29th 2026, units | Ban on short selling from 29th 2026 | Eligible as collateral from 29th 2026 | |||
| S1_min | S2_min | S3_min | 1 уровень | 2 уровень | ||||
| RU000A10DTV8 | СОПФ ДОМ.РФ, 14 | 10% | 30% | 50% | 100 000 | 500 000 | No | Yes |
| RU000A10ETE2 | СОПФ ДОМ.РФ, 15 | 9% | 30% | 50% | 200 000 | 1 000 000 | No | Yes |
| RU000A10F140 | СОПФ ДОМ.РФ, 16 | 14% | 18% | 21% | 400 000 | 2 000 000 | No | Yes |
2. Market risk on Securities market from June, 30th 2026:
| Тикер | Наименование | Current market risk rates | Current concentration limits, units | Current concentration limits, rub | ||||
| S1_min | S2_min | S3_min | 1 уровень | 2 уровень | 1 уровень | 2 уровень | ||
| LMBZ | Ламбумиз, ао | 100% | 100% | 100% | 2 000 | 2 001 | 200 000 | 200 100 |
| Тикер | Наименование | Market risk rates from 30th 2026 | Concentration limits from 30th 2026, units | Concentration limits from 30th 2026, rub | ||||
| S1_min | S2_min | S3_min | 1 уровень | 2 уровень | 1 уровень | 2 уровень | ||
| LMBZ | Ламбумиз, ао | 10% | 30% | 50% | 100 000 | 500 000 | 10 000 000 | 50 000 000 |
3. Market risk rates on Derivatives market starting from 11:50 p.m. of June, 29th 2026:
| Underlying | Current market risk rates | Market risk rates from 11:50 p.m. June, 29th 2026 | ||||
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | |
| BTC | 25% | 39% | 65% | 22% | 36% | 62% |
| IBIT | 25% | 39% | 65% | 22% | 36% | 62% |