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27 August 2026

CCP NCC changes the following risk parameters on Securities market starting from August, 31­-st 2026:

№ Ticker Current market risk rates New market risk rates
Level 1, S1_min Level 2, S2_min Level 3, S3_min Level 1, S1_min Level 2, S2_min Level 3, S3_min
1 RU000A10DJA3 100% 100% 100% 30% 40% 50%
2 RU000A10DG60 100% 100% 100% 30% 40% 50%
3 RU000A106YE3 50% 60% 70% 11% 14% 17%
4 RU000A105NT6 50% 60% 70% 11% 14% 17%
5 RU000A10F8Q7 50% 60% 70% 12% 15% 18%
6 RU000A10DLP7 30% 40% 50% 7% 10% 13%
7 RU000A102H34 30% 40% 50% 8% 11% 14%
8 RU000A10DMS9 30% 40% 50% 11% 14% 17%
9 RU000A10CSP4 18% 21% 24% 7% 10% 13%
10 RU000A10DWW0 19% 22% 25% 9% 12% 15%
11 RU000A1011B5 15% 18% 21% 6% 9% 12%
12 RU000A10F7J4 21% 24% 27% 14% 17% 20%
13 RU000A102FV5 12% 15% 18% 6% 9% 12%
14 RU000A10DWF5 14% 17% 20% 11% 14% 17%
15 RU000A102KN2 10% 13% 16% 7% 10% 13%
16 RU000A1033Z8 11% 14% 17% 9% 12% 15%
17 RU000A10D4D6 11% 14% 17% 9% 12% 15%
18 RU000A1033B9 11% 14% 17% 9% 12% 15%
19 RU000A102CT6 8% 11% 14% 6% 9% 12%
20 RU000A102A15 7% 10% 13% 6% 9% 12%
21 RU000A102CR0 7% 10% 13% 6% 9% 12%
22 RU000A102G35 7% 10% 13% 6% 9% 12%
23 RU000A1010D3 8% 11% 14% 7% 10% 13%
24 RU000A10BV22 7% 10% 13% 6% 9% 12%
25 RU000A101U61 30% 40% 50% 30% 33% 36%
26 RU000A1087F6 30% 40% 50% 30% 33% 36%
27 RU000A10DBD4 30% 40% 50% 30% 33% 36%
28 RU000A10BTJ7 30% 40% 50% 30% 33% 36%
29 RU000A109RR3 30% 40% 50% 30% 33% 36%
30 RU000A1040S8 30% 40% 50% 30% 33% 36%
31 RU000A10F751 30% 40% 50% 30% 33% 36%
32 RU000A106607 30% 40% 50% 30% 33% 36%
33 RU000A1043K9 28% 31% 34% 30% 40% 50%
34 RU000A107B19 17% 20% 23% 30% 40% 50%
35 RU000A10ABC2 15% 18% 21% 30% 40% 50%
36 RU000A1099S4 15% 18% 21% 30% 40% 50%
37 RU000A10BW70 30% 40% 50% 100% 100% 100%
38 RU000A10AC75 30% 40% 50% 100% 100% 100%
39 RU000A10DWQ2 30% 40% 50% 100% 100% 100%
40 RU000A1024L7 30% 40% 50% 100% 100% 100%
41 RU000A104BC0 11% 26% 40% 100% 100% 100%

 

 

№ Ticker Ban on short selling (current) Ban on short selling (new)  
 
1 RU000A10DJA3 Yes No  
2 RU000A10DG60 Yes No  
3 RU000A10BW70 No Yes  
4 RU000A10AC75 No Yes  
5 RU000A10DWQ2 No Yes  
6 RU000A1024L7 No Yes  
7 RU000A104BC0 No Yes