17.08.2026 21:03
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from August, 18th 2026:
- Market risk rates:
| Ticker | Current market risk rates | Market risk rates from August, 18th 2026 | ||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| RU000A106EM8 | 50% | 70% | 100% | 100% | 100% | 100% |
| RU000A107CD9 | 50% | 60% | 70% | 100% | 100% | 100% |
| RU000A108777 | 50% | 70% | 100% | 100% | 100% | 100% |
| RU000A108P46 | 50% | 70% | 100% | 100% | 100% | 100% |
| RU000A109551 | 50% | 70% | 100% | 100% | 100% | 100% |
| RU000A10A3W1 | 50% | 70% | 100% | 100% | 100% | 100% |
| RU000A10ATW2 | 50% | 60% | 70% | 100% | 100% | 100% |
| RU000A10BJX9 | 50% | 60% | 70% | 100% | 100% | 100% |
| RU000A10BZJ4 | 50% | 60% | 70% | 100% | 100% | 100% |
| RU000A10CC32 | 50% | 60% | 70% | 100% | 100% | 100% |
| RU000A10DUQ6 | 50% | 60% | 70% | 100% | 100% | 100% |
- Ban on short selling:
| Ticker | Current Ban on short selling | Ban on short selling from August, 18th 2026 | |
| RU000A106EM8 | No | Yes | |
| RU000A107CD9 | No | Yes | |
| RU000A108777 | No | Yes | |
| RU000A108P46 | No | Yes | |
| RU000A109551 | No | Yes | |
| RU000A10A3W1 | No | Yes | |
| RU000A10ATW2 | No | Yes | |
| RU000A10BJX9 | No | Yes | |
| RU000A10BZJ4 | No | Yes | |
| RU000A10CC32 | No | Yes | |
| RU000A10DUQ6 | No | Yes |