07.04.2026 21:54
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from April, 8th 2026:
- Market risk rates:
| Ticker | Current market risk rates | Market risk rates from April, 8th 2026 | ||||
|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| RU000A10BVW6 | 30% | 40% | 50% | 100% | 100% | 100% |
| RU000A1061K1 | 30% | 40% | 50% | 100% | 100% | 100% |
| RU000A10BB75 | 30% | 40% | 50% | 100% | 100% | 100% |
| RU000A10CZB9 | 30% | 40% | 50% | 100% | 100% | 100% |
| EUTR | 50% | 80% | 95% | 70% | 85% | 100% |
- Ban on short selling:
| Ticker | Current Ban on short selling | Ban on short selling from April 8th 2026 |
|---|---|---|
| RU000A10BVW6 | No | Yes |
| RU000A1061K1 | No | Yes |
| RU000A10BB75 | No | Yes |
| RU000A10CZB9 | No | Yes |