NCC | Risk parameters on Securities market

22 December 2025 Risk parameters on Securities market

CCP NCC changes the following risk parameters on Securities market starting from December 24-th 2025:

◊	A	B	C	D	E	F	G	H
1	№	Ticker	Current market risk rates			Market risk rates from 24.12.2025
2			S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
3	1	RU000A10CQG7	31%	34%	37%	100%	100%	100%
4	2	RU000A103760	30%	40%	50%	100%	100%	100%
5	3	RU000A10BJ85	100%	100%	100%	50%	60%	70%
6	4	RU000A107456	17%	20%	23%	50%	60%	70%
7	5	RU000A1035Y6	13%	27%	40%	28%	31%	34%
8	6	RU000A0ZYWB3	22%	25%	28%	11%	14%	17%
9	7	RU000A10CF88	31%	34%	37%	24%	27%	30%
10	8	RU000A10BZH8	30%	40%	50%	21%	24%	27%
11	9	RU000A10C8S6	27%	30%	33%	21%	24%	27%
12	10	RU000A108BB3	18%	21%	24%	9%	12%	15%
13	11	RU000A0ZYU21	19%	22%	25%	9%	12%	15%
14	12	RU000A107TH4	18%	21%	24%	9%	12%	15%
15	13	RU000A107AM4	17%	20%	23%	9%	12%	15%
16	14	RU000A0ZYBM4	15%	18%	21%	9%	12%	15%
17	15	RU000A0JX5W4	13%	16%	19%	8%	11%	14%
18	16	RU000A109X37	24%	27%	30%	19%	22%	25%
19	17	RU000A10B8L2	13%	16%	19%	15%	18%	21%
20	18	RU000A108RM6	70%	90%	100%	15%	18%	21%
21	19	RU000A109KV0	70%	90%	100%	15%	18%	21%
22	20	RU000A10CG79	70%	90%	100%	15%	18%	21%
23	21	RU000A104B46	9%	12%	15%	16%	19%	22%
24	22	RU000A10CP78	30%	40%	50%	15%	18%	21%
25	23	RU000A101Z74	20%	23%	26%	15%	18%	21%
26	24	RU000A10BFF4	32%	35%	38%	13%	16%	19%
27	25	RU000A109TJ6	21%	24%	27%	14%	17%	20%
28	26	RU000A105GW4	9%	12%	15%	14%	17%	20%
29	27	RU000A0JWUB5	17%	20%	23%	10%	13%	16%
30	28	RU000A0JX2D1	17%	20%	23%	10%	13%	16%
31	29	RU000A0JX2F6	17%	20%	23%	10%	13%	16%
32	30	RU000A10B0U0	16%	19%	22%	11%	14%	17%
33	31	RU000A1031S7	18%	21%	24%	11%	14%	17%
34	32	RU000A1031T5	18%	21%	24%	11%	14%	17%
35	33	RU000A101UE2	15%	18%	21%	11%	14%	17%
36	34	RU000A106WW9	15%	18%	21%	12%	15%	18%
37	35	RU000A107XB9	15%	18%	21%	12%	15%	18%
38	36	RU000A107XC7	15%	18%	21%	12%	15%	18%
39	37	RU000A1093L2	15%	18%	21%	12%	15%	18%
40	38	RU000A10A7F7	15%	18%	21%	12%	15%	18%
41	39	RU000A10ACF3	15%	18%	21%	12%	15%	18%
42	40	RU000A10B3C2	15%	18%	21%	12%	15%	18%
43	41	RU000A104Z63	17%	20%	23%	10%	13%	16%
44	42	RU000A102GJ8	15%	18%	21%	10%	13%	16%
45	43	RU000A105YH8	15%	18%	21%	11%	14%	17%
46	44	RU000A106LL5	15%	18%	21%	11%	14%	17%
47	45	RU000A107AU7	15%	18%	21%	11%	14%	17%
48	46	RU000A107X96	15%	18%	21%	11%	14%	17%
49	47	RU000A107XA1	15%	18%	21%	11%	14%	17%
50	48	RU000A0JT403	7%	10%	13%	10%	13%	16%
51	49	RU000A107UA7	15%	18%	21%	10%	13%	16%
52	50	RU000A106YH6	14%	17%	20%	9%	12%	15%
53	51	RU000A1064G3	12%	15%	18%	9%	12%	15%
54	52	RU000A107A28	12%	15%	18%	9%	12%	15%
55	53	RU000A101TB0	12%	15%	18%	8%	11%	14%
56	54	RU000A104Z48	12%	15%	18%	8%	11%	14%
57	55	RU000A10AV72	16%	19%	22%	8%	11%	15%
58	56	RU000A102DB2	9%	12%	15%	19%	22%	25%
59	57	RU000A1031Y5	10%	13%	16%	6%	9%	12%
60	58	RU000A1031Z2	10%	13%	16%	6%	9%	12%
61	59	RU000A10CQE2	50%	60%	70%	70%	90%	100%
62	60	RU000A103133	7%	10%	13%	9%	12%	15%
63	61	RU000A106SP1	7%	10%	13%	9%	12%	15%
64	62	RU000A10BBE6	16%	19%	22%	15%	18%	21%
65	63	RU000A105CM4	9%	12%	15%	10%	13%	16%
66	64	RU000A107W06	9%	12%	15%	10%	13%	16%
67	65	RU000A10B8M0	8%	11%	14%	50%	60%	70%
68	66	RU000A10C2L4	70%	90%	100%	50%	60%	70%
69	67	RU000A105X64	70%	90%	100%	50%	60%	70%
70	68	RU000A1084B2	70%	90%	100%	50%	60%	70%
71	69	RU000A10BZQ9	100%	100%	100%	50%	60%	70%
72	70	RU000A107T76	50%	60%	70%	100%	100%	100%
73	71	RU000A107MM9	6%	9%	12%	40%	43%	46%
74	72	RU000A109JW0	11%	14%	17%	40%	43%	46%
75	73	RU000A109VM6	11%	14%	17%	40%	43%	46%
76	74	RU000A10ASW4	11%	14%	17%	40%	43%	46%
77	75	RU000A10BU31	10%	13%	16%	40%	43%	46%
78	76	RU000A10CQ77	11%	14%	17%	40%	43%	46%
79	77	RU000A10CQ93	14%	17%	20%	40%	43%	46%
80	78	RU000A0JW3A6	40%	43%	100%	100%	100%	100%
81	79	RU000A0ZYMM1	22%	25%	100%	100%	100%	100%
82	80	RU000A0ZYMN9	40%	43%	100%	100%	100%	100%
83	81	RU000A10A3C3	70%	90%	100%	100%	100%	100%
84	82	RU000A10C8F3	50%	60%	70%	100%	100%	100%
85	83	RU000A107R03	15%	20%	25%	100%	100%	100%
86	84	RU000A107VV1	19%	24%	29%	100%	100%	100%

◊	A	B	C	D	E	F
1	№	Ticker	Current concentration limits, number of securities		Concentration limits from 24.12.2025, number of securities
2			CL_1	CL_2	CL_1	CL_2
3	1	RU000A10CQG7	100 000	500 000	2 000	2 001
4	2	RU000A103760	80 000	400 000	2 000	2 001
5	3	RU000A10BJ85	2 000	2 001	60 000	300 000
6	4	RU000A10CF88	100 000	500 000	68 444	342 220
7	5	RU000A10C8S6	400 000	2 000 000	500 000	2 500 000
8	6	RU000A109X37	240 000	1 200 000	320 000	1 600 000
9	7	RU000A10B8L2	200 000	1 000 000	130 000	650 000
10	8	RU000A0JWUB5	140 000	700 000	139 999	699 995
11	9	RU000A0JX2D1	100 000	500 000	99 904	499 520
12	10	RU000A107UA7	340 000	1 700 000	444 174	2 220 870
13	11	RU000A10BZQ9	2 000	2 001	140 000	700 000
14	12	RU000A107T76	100 000	500 000	2 000	2 001
15	13	RU000A0JW3A6	200 000	1 000 000	2 000	2 001
16	14	RU000A0ZYMM1	100 000	500 000	2 000	2 001
17	15	RU000A0ZYMN9	100 000	500 000	2 000	2 001
18	16	RU000A10C8F3	150 000	750 000	2 000	2 001
19	17	RU000A107R03	4 205	12 615	2 000	2 001
20	18	RU000A107VV1	10 000	30 000	2 000	2 001
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◊	A	B	C	D
1	№	Ticker	Current Ban on short selling	Ban on short selling from 24.12.2025
2
3	1	RU000A10BJ85	Yes	No
4	2	RU000A10BZQ9	Yes	No
5	3	RU000A10CQG7	No	Yes
6	4	RU000A103760	No	Yes
7	5	RU000A107T76	No	Yes
8	6	RU000A0JW3A6	No	Yes
9	7	RU000A0ZYMM1	No	Yes
10	8	RU000A0ZYMN9	No	Yes
11	9	RU000A10A3C3	No	Yes
12	10	RU000A10C8F3	No	Yes
13	11	RU000A107R03	No	Yes
14	12	RU000A107VV1	No	Yes