CCP NCC Sets Risk Parameters on Securities Market Effective 20.04.2026
Moscow Exchange CCP NCC has set risk parameters on the Securities market effective 20 April 2026. The parameters apply to ticker RU000A10EWL1 and include minimum initial margin requirements across three levels (Level 1: 50%, Level 2: 60%, Level 3: 70%), concentration limits (Level 1: 300,000, Level 2: 1,500,000 securities), and collateral requirements. Short selling is not banned for this security.
Risk Parameters Set for RU000A10EL70 Starting 21st Apr
CCP NCC sets risk parameters for securities market starting from 21.04.2026 for ticker RU000A10EL70. Minimum initial margin requirements are set at three levels: Level 1 at 12%, Level 2 at 15%, and Level 3 at 18%. Concentration limits are set at 220,000 securities (Level 1) and 1,100,000 securities (Level 2). Short selling is not banned, and collateral is required.
Risk Parameters Set for New AI92, AI95 Gasoline Futures on Derivatives Market
MOEX's CCP NCC has set market risk rates and concentration limits for three new futures contracts on the Derivatives market effective 23:50 on April 20, 2026. AI92 gasoline futures carry MR rates of 10%/16%/26% with concentration limits of 152/758 pcs, while AI95 futures have MR rates of 11%/16%/23% with limits of 143/715 pcs. DTL futures have MR rates of 10%/15%/20% with limits of 150/747 pcs.