New Risk Parameters for Two Securities
Summary
CCP NCC (Moscow Exchange's central counterparty) has set new risk parameters for two securities on the Securities market, effective 23 April 2026. For security RU000A10EXK1, the minimum initial margin rates are set at 13%/16%/19% across three levels with concentration limits of 150,000 and 750,000 securities. For security RU000A10EXW6, the corresponding margin rates are 26%/29%/32% with concentration limits of 72,000 and 360,000. Neither security is subject to a short-selling ban or collateral restrictions.
“CCP NCC sets the following risk parameters on Securities market starting from 23.04.2026”
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GovPing monitors Moscow Exchange for new securities & markets regulatory changes. Every update since tracking began is archived, classified, and available as free RSS or email alerts — 11 changes logged to date.
What changed
Moscow Exchange's CCP NCC has issued new risk parameters for two securities, establishing minimum initial margin rates for market risk across three levels and concentration limits at two levels. The parameters take effect on 23 April 2026 and apply to securities RU000A10EXK1 and RU000A10EXW6.\n\nBrokers, clearing members, and investors trading these securities should note the updated margin requirements, as insufficient collateral coverage may trigger margin calls or position liquidation. Clearing participants should update their risk management systems with the new concentration limits and margin percentages prior to the effective date.
Archived snapshot
Apr 22, 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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Newsroom Events calendar Subscription management Subscription Print version 22.04.2026 18:56
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 23.04.2026:
| № | 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 | RU000A10EXK1 | 13% | 16% | 19% | 150 000 | 750 000 | No | No |
| 2 | RU000A10EXW6 | 26% | 29% | 32% | 72 000 | 360 000 | No | No |
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