CCP NCC changes the following risk parameters on Securities market starting from March, 19th 2026:
- Market risk rates:
| Ticker |
Current market risk rates |
Market risk rates from March, 19th 2026 |
| S1_min |
S2_min |
S3_min |
S1_min |
S2_min |
S3_min |
| RU000A10D3J5 |
18% |
21% |
24% |
50% |
60% |
70% |
| RU000A10D3K3 |
18% |
21% |
24% |
50% |
60% |
70% |
| RU000A106R53 |
30% |
40% |
50% |
10% |
13% |
16% |
| RU000A106J20 |
30% |
40% |
50% |
10% |
13% |
16% |
| RU000A106FR4 |
30% |
40% |
50% |
10% |
13% |
16% |
| RU000A106C92 |
30% |
40% |
50% |
9% |
12% |
15% |
| RU000A104XR2 |
30% |
40% |
50% |
11% |
14% |
17% |
| RU000A103NU9 |
30% |
40% |
50% |
10% |
13% |
16% |
| RU000A103QK3 |
50% |
60% |
70% |
14% |
17% |
20% |
| RU000A10DDH1 |
30% |
40% |
50% |
11% |
14% |
17% |
| RU000A10D301 |
14% |
17% |
20% |
11% |
14% |
17% |
| RU000A10C0X3 |
70% |
90% |
100% |
11% |
14% |
17% |
| RU000A10BNJ0 |
70% |
90% |
100% |
11% |
14% |
17% |
| RU000A10AG22 |
15% |
18% |
21% |
14% |
17% |
20% |
| RU000A108FX8 |
13% |
16% |
19% |
11% |
14% |
17% |
| RU000A106797 |
100% |
100% |
100% |
70% |
90% |
100% |
| RU000A10BWC6 |
41% |
44% |
47% |
19% |
22% |
25% |
| RU000A10AHJ4 |
70% |
90% |
100% |
17% |
20% |
23% |
| RU000A109098 |
70% |
90% |
100% |
17% |
20% |
23% |
| RU000A10DPW4 |
19% |
22% |
25% |
50% |
60% |
70% |
| RU000A10CU55 |
15% |
18% |
21% |
50% |
60% |
70% |
| RU000A10EE87 |
11% |
14% |
17% |
50% |
60% |
70% |
| RU000A10B4J5 |
100% |
100% |
100% |
50% |
60% |
70% |
| RU000A100YQ0 |
9% |
12% |
15% |
14% |
17% |
20% |
| RU000A100KY3 |
10% |
13% |
16% |
14% |
17% |
20% |
| RU000A10CQA0 |
100% |
100% |
100% |
50% |
60% |
70% |
- Ban on short selling:
| Ticker |
Current Ban on short selling |
Ban on short selling from March, 19th 2026 |
| RU000A106797 |
Yes |
No |
| RU000A10B4J5 |
Yes |
No |
| RU000A10CQA0 |
Yes |
No |
- Concentration limits:
| Ticker |
Current concentration limits, pcs |
Concentration limits, pcs from March 19th 2026 |
| LK_1 |
LK_2 |
LK_1 |
LK_2 |
| RU000A106797 |
2 000 |
2 001 |
13 400 |
67 000 |
| RU000A10B4J5 |
2 000 |
2 001 |
11 600 |
58 000 |
| RU000A10CQA0 |
2 000 |
2 001 |
54 000 |
270 000 |
