05.02.2026 18:27
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from February, 6th 2026:
Market risk rates and concentration limits and ban on short selling on Securities market:
| Ticker | Current market risk rates | Market risk rates from February, 6th 2026 | Current Ban on short selling | Ban on short selling | ||||
|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |||
| RU000A104JQ3 | 70% | 85% | 100% | 100% | 100% | 100% | Нет | Да |
| RU000A107RZ0 | 70% | 85% | 100% | 100% | 100% | 100% | Нет | Да |
| RU000A1095L7 | 70% | 85% | 100% | 100% | 100% | 100% | Нет | Да |
| RU000A109874 | 70% | 85% | 100% | 100% | 100% | 100% | Нет | Да |
| RU000A10BFX7 | 70% | 85% | 100% | 100% | 100% | 100% | Нет | Да |
| RU000A10BW96 | 70% | 85% | 100% | 100% | 100% | 100% | Нет | Да |
| RU000A10E6U4 | 50% | 60% | 70% | 100% | 100% | 100% | Нет | Да |