16.03.2026 21:11
Risk parameters changes on Derivatives and Securities market
CCP NCC changes the following risk parameters on Securities market starting from March, 17th 2026:
Market risk rates and ban on short selling on Securities market:
| Underlying | Current market risk rates | New Market risk rates from March, 17th 2026 | Current Ban on short selling | Ban on short selling | ||||
|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |||
| UGLD | 50% | 80% | 95% | 70% | 85% | 100% | No | No |
| RU000A10B008 | 15% | 20% | 25% | 100% | 100% | 100% | No | Yes |
| RU000A10D4P0 | 22% | 27% | 32% | 100% | 100% | 100% | No | Yes |