NCC | Risk parameters changes on Derivatives and Securi

16 March 2026 Risk parameters changes on Derivatives and Securities market

CCP NCC changes the following risk parameters on Securities market starting from March, 17th 2026:
Market risk rates and ban on short selling on Securities market:

Underlying	Current market risk rates			New Market risk rates from March, 17th 2026			Current Ban on short selling	Ban on short selling
Underlying	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	Current Ban on short selling	Ban on short selling
UGLD	50%	80%	95%	70%	85%	100%	No	No
RU000A10B008	15%	20%	25%	100%	100%	100%	No	Yes
RU000A10D4P0	22%	27%	32%	100%	100%	100%	No	Yes