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25 June 2026

CCP NCC changes the following risk parameters on on Securities market and Derivatives market:
1. Market risk on Securities market from June, 29th 2026:

Тикер Наименование Current market risk rates Current concentration limits, units. Current ban on short selling Current eligible as collateral
S1_min S2_min S3_min 1 уровень 2 уровень
RU000A10DTV8 СОПФ ДОМ.РФ, 14 100% 100% 100% 2 000 2 001 Yes No
RU000A10ETE2 СОПФ ДОМ.РФ, 15 100% 100% 100% 2 000 2 001 Yes No
RU000A10F140 СОПФ ДОМ.РФ, 16 100% 100% 100% 2 000 2 001 Yes No

 

Тикер Наименование Market risk rates from 29th 2026 Concentration limits from 29th 2026, units Ban on short selling from 29th 2026 Eligible as collateral from 29th 2026
S1_min S2_min S3_min 1 уровень 2 уровень
RU000A10DTV8 СОПФ ДОМ.РФ, 14 10% 30% 50% 100 000 500 000 No Yes
RU000A10ETE2 СОПФ ДОМ.РФ, 15 9% 30% 50% 200 000 1 000 000 No Yes
RU000A10F140 СОПФ ДОМ.РФ, 16 14% 18% 21% 400 000 2 000 000 No Yes



2. Market risk on Securities market from June, 30th 2026:

Тикер Наименование Current market risk rates Current concentration limits, units Current concentration limits, rub
Current stress-scenarios UP/DOWN, %
S1_min S2_min S3_min 1 уровень 2 уровень 1 уровень 2 уровень
LMBZ Ламбумиз, ао 100% 100% 100% 2 000 2 001 200 000 200 100 275,5 / 642

 

 

Тикер Наименование Market risk rates from 30th 2026 Concentration limits from 30th 2026, units Concentration limits from 30th 2026, rub Stress-scenarios from 30th 2026, %
S1_min S2_min S3_min 1 уровень 2 уровень 1 уровень 2 уровень
LMBZ Ламбумиз, ао 10% 30% 50% 100 000 500 000 10 000 000 50 000 000 14 / 14

 

3. Market risk rates on Derivatives market starting from 11:50 p.m. of June, 29th 2026:

Underlying Current market risk rates Market risk rates from 11:50 p.m. June, 29th 2026
MR_1 MR_2 MR_3 MR_1 MR_2 MR_3
BTC 25% 39% 65% 22% 36% 62%
IBIT 25% 39% 65% 22% 36% 62%