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12 March 2026

Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from March, 19th 2026:

1.Market risk rates:

Ticker Current market risk rates Market risk rates from March, 19th 2026
S1_min S2_min S3_min S1_min S2_min S3_min
RU000A10D3J5 18% 21% 24% 50% 60% 70%
RU000A10D3K3 18% 21% 24% 50% 60% 70%
RU000A106R53 30% 40% 50% 10% 13% 16%
RU000A106J20 30% 40% 50% 10% 13% 16%
RU000A106FR4 30% 40% 50% 10% 13% 16%
RU000A106C92 30% 40% 50% 9% 12% 15%
RU000A104XR2 30% 40% 50% 11% 14% 17%
RU000A103NU9 30% 40% 50% 10% 13% 16%
RU000A103QK3 50% 60% 70% 14% 17% 20%
RU000A10DDH1 30% 40% 50% 11% 14% 17%
RU000A10D301 14% 17% 20% 11% 14% 17%
RU000A10C0X3 70% 90% 100% 11% 14% 17%
RU000A10BNJ0 70% 90% 100% 11% 14% 17%
RU000A10AG22 15% 18% 21% 14% 17% 20%
RU000A108FX8 13% 16% 19% 11% 14% 17%
RU000A106797 100% 100% 100% 70% 90% 100%
RU000A10BWC6 41% 44% 47% 19% 22% 25%
RU000A10AHJ4 70% 90% 100% 17% 20% 23%
RU000A109098 70% 90% 100% 17% 20% 23%
RU000A10DPW4 19% 22% 25% 50% 60% 70%
RU000A10CU55 15% 18% 21% 50% 60% 70%
RU000A10EE87 11% 14% 17% 50% 60% 70%
RU000A10B4J5 100% 100% 100% 50% 60% 70%
RU000A100YQ0 9% 12% 15% 14% 17% 20%
RU000A100KY3 10% 13% 16% 14% 17% 20%
RU000A10CQA0 100% 100% 100% 50% 60% 70%


 

       
 
       
       
       

2.Ban on short selling:

Ticker Current Ban on short selling Ban on short selling from March, 19th 2026
RU000A106797 Yes No
RU000A10B4J5 Yes No
RU000A10CQA0 Yes No

 

3.Concentration limits:

Ticker Current concentration limits, pcs Concentration limits, pcs from March 19th 2026
LK_1 LK_2 LK_1 LK_2
RU000A106797 2 000 2 001 13 400 67 000
RU000A10B4J5 2 000 2 001 11 600 58 000
RU000A10CQA0 2 000 2 001 54 000 270 000