27.03.2026 19:39
Risk parameters change on the Securities market and on the Derivatives market
CCP NCC changes risk params on the Securities market and on the Derivatives market:
- On the Securities market:
| Ticker | Current market risk rates, % | Market risk rates from 02.04.2026, % |
Market risk rates from 06.04.2026, % |
Market risk rates from 09.04.2026, % | ||||||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| T | 17% | 23% | 30% | 50% | 75% | 95% | 70% | 80% | 95% | 100% | 100% | 100% |
- Ban on short selling an eligible collateral on the Securities market:
| Ticker | Current Ban on short selling | Ban on short selling from 06.04.2026 | Current eligible collateral | Eligible collateral from 09.04.2026 |
| T | No | Yes | Yes | No |
- On the Securities market from 17.04.2026:
| Ticker | Market risk rates from 17.04.2026, % |
Concentration limits from 17.04.2026, pcs | Ban on short selling from 17.04.2026 | Eligible collateral from 17.04.2026 | |||
| S1_min | S2_min | S3_min | LK1 | LK2 | |||
| T | 17% | 23% | 30% | 4 300 290 | 21 501 450 | No | Yes |
- On the Derivatives market:
| BC | Current market risk rates | Market risk rates from 23:50 08.04.2026 | ||||
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |
| T | 17% | 23% | 30% | 23% | 29% | 36% |
- On the Derivatives market from 23:50 16.04.2026:
| BC | Market risk rates from 23:50 16.04.2026 | ||
| MR1 | MR2 | MR3 | |
| T | 17% | 23% | 30% |
| Underlying | Current concentration limits, pcs | Concentration limits from 23:50 16.04.2026, шт. | ||
| LK1 | LK2 | LK1 | LK2 | |
| T | 430 029 | 2 150 145 | 4 300 290 | 21 501 450 |