27.08.2026 15:02
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from August, 31-st 2026:
| № | Ticker | Current market risk rates | New market risk rates | ||||
| Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | ||
| 1 | RU000A10DJA3 | 100% | 100% | 100% | 30% | 40% | 50% |
| 2 | RU000A10DG60 | 100% | 100% | 100% | 30% | 40% | 50% |
| 3 | RU000A106YE3 | 50% | 60% | 70% | 11% | 14% | 17% |
| 4 | RU000A105NT6 | 50% | 60% | 70% | 11% | 14% | 17% |
| 5 | RU000A10F8Q7 | 50% | 60% | 70% | 12% | 15% | 18% |
| 6 | RU000A10DLP7 | 30% | 40% | 50% | 7% | 10% | 13% |
| 7 | RU000A102H34 | 30% | 40% | 50% | 8% | 11% | 14% |
| 8 | RU000A10DMS9 | 30% | 40% | 50% | 11% | 14% | 17% |
| 9 | RU000A10CSP4 | 18% | 21% | 24% | 7% | 10% | 13% |
| 10 | RU000A10DWW0 | 19% | 22% | 25% | 9% | 12% | 15% |
| 11 | RU000A1011B5 | 15% | 18% | 21% | 6% | 9% | 12% |
| 12 | RU000A10F7J4 | 21% | 24% | 27% | 14% | 17% | 20% |
| 13 | RU000A102FV5 | 12% | 15% | 18% | 6% | 9% | 12% |
| 14 | RU000A10DWF5 | 14% | 17% | 20% | 11% | 14% | 17% |
| 15 | RU000A102KN2 | 10% | 13% | 16% | 7% | 10% | 13% |
| 16 | RU000A1033Z8 | 11% | 14% | 17% | 9% | 12% | 15% |
| 17 | RU000A10D4D6 | 11% | 14% | 17% | 9% | 12% | 15% |
| 18 | RU000A1033B9 | 11% | 14% | 17% | 9% | 12% | 15% |
| 19 | RU000A102CT6 | 8% | 11% | 14% | 6% | 9% | 12% |
| 20 | RU000A102A15 | 7% | 10% | 13% | 6% | 9% | 12% |
| 21 | RU000A102CR0 | 7% | 10% | 13% | 6% | 9% | 12% |
| 22 | RU000A102G35 | 7% | 10% | 13% | 6% | 9% | 12% |
| 23 | RU000A1010D3 | 8% | 11% | 14% | 7% | 10% | 13% |
| 24 | RU000A10BV22 | 7% | 10% | 13% | 6% | 9% | 12% |
| 25 | RU000A101U61 | 30% | 40% | 50% | 30% | 33% | 36% |
| 26 | RU000A1087F6 | 30% | 40% | 50% | 30% | 33% | 36% |
| 27 | RU000A10DBD4 | 30% | 40% | 50% | 30% | 33% | 36% |
| 28 | RU000A10BTJ7 | 30% | 40% | 50% | 30% | 33% | 36% |
| 29 | RU000A109RR3 | 30% | 40% | 50% | 30% | 33% | 36% |
| 30 | RU000A1040S8 | 30% | 40% | 50% | 30% | 33% | 36% |
| 31 | RU000A10F751 | 30% | 40% | 50% | 30% | 33% | 36% |
| 32 | RU000A106607 | 30% | 40% | 50% | 30% | 33% | 36% |
| 33 | RU000A1043K9 | 28% | 31% | 34% | 30% | 40% | 50% |
| 34 | RU000A107B19 | 17% | 20% | 23% | 30% | 40% | 50% |
| 35 | RU000A10ABC2 | 15% | 18% | 21% | 30% | 40% | 50% |
| 36 | RU000A1099S4 | 15% | 18% | 21% | 30% | 40% | 50% |
| 37 | RU000A10BW70 | 30% | 40% | 50% | 100% | 100% | 100% |
| 38 | RU000A10AC75 | 30% | 40% | 50% | 100% | 100% | 100% |
| 39 | RU000A10DWQ2 | 30% | 40% | 50% | 100% | 100% | 100% |
| 40 | RU000A1024L7 | 30% | 40% | 50% | 100% | 100% | 100% |
| 41 | RU000A104BC0 | 11% | 26% | 40% | 100% | 100% | 100% |
| № | Ticker | Ban on short selling (current) | Ban on short selling (new) | ||
| 1 | RU000A10DJA3 | Yes | No | ||
| 2 | RU000A10DG60 | Yes | No | ||
| 3 | RU000A10BW70 | No | Yes | ||
| 4 | RU000A10AC75 | No | Yes | ||
| 5 | RU000A10DWQ2 | No | Yes | ||
| 6 | RU000A1024L7 | No | Yes | ||
| 7 | RU000A104BC0 | No | Yes |