20.08.2026 17:30
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from August, 24th 2026:
- Market risk rates and concentration limits:
| Тикер | Current market risk rates | Market risk rates from August, 24th 2026 | Current concentration limits, units. | Concentration limits from August, 24th 2026, units | ||||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| RU000A10B008 | 100% | 100% | 100% | 15% | 20% | 25% | 2 001 | 2 001 | 40 000 | 120 000 |
| RU000A10D4P0 | 100% | 100% | 100% | 15% | 20% | 25% | 2 001 | 2 001 | 11 755 | 35 265 |
- Ban on short selling:
| Ticker | Current Ban on short selling | Ban on short selling from August, 24th 2026 |
| RU000A10B008 | Yes | No |
| RU000A10D4P0 | Yes | No |