MOEX Updates Risk Parameters for 5 Securities Effective April 28
Summary
CCP NCC sets new risk parameters for 5 securities on MOEX Securities market effective April 28, 2026. Parameters include three-tiered minimum initial margin rates ranging from 11-100%, concentration limits at two levels, short selling restrictions, and collateral eligibility designations. Securities RU000A10EYX2 and RU000A10EYZ7 are flagged as eligible collateral.
“CCP NCC sets the following risk parameters on Securities market starting from 28.04.2026”
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What changed
CCP NCC has established new risk parameters for five securities on the MOEX Securities market, effective April 28, 2026. The parameters include minimum initial margin requirements across three risk levels (Level 1 S1min, Level 2 S2min, Level 3 S3min), two-tiered concentration limits, bans on short selling, and collateral eligibility flags.
Affected market participants should note that two securities (RU000A10EYX2 and RU000A10EYZ7) are designated as eligible collateral. Security RU000A10EYY0 carries the highest margin requirements at 90/95/100% across levels, while RU000A10EYH5 has moderate requirements at 50/60/70%. Brokers and traders with positions in these securities should verify compliance with the new concentration limits and margin requirements by the effective date.
Archived snapshot
Apr 28, 2026GovPing captured this document from the original source. If the source has since changed or been removed, this is the text as it existed at that time.
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Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 28.04.2026:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | | Ban on short selling | Collateral |
| Level 1, S1min | Level 2, S2min | Level 3, S3min | Level 1 | Level 2 |
| 1 | RU000A10EYH5 | 50% | 60% | 70% | 200 000 | 1 000 000 | No | No |
| 2 | RU000A10EYV6 | 13% | 16% | 19% | 400 000 | 2 000 000 | No | No |
| 3 | RU000A10EYX2 | 11% | 14% | 17% | 500 000 | 2 500 000 | No | Yes |
| 4 | RU000A10EYY0 | 90% | 95% | 100% | 70 000 | 350 000 | No | No |
| 5 | RU000A10EYZ7 | 11% | 14% | 17% | 600 000 | 3 000 000 | No | Yes |
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