Risk Parameters Set for RU000A10EL70 Starting 21st Apr
Summary
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.
“CCP NCC sets the following risk parameters on Securities market starting from 21.04.2026:”
What changed
CCP NCC (a division of Moscow Exchange) has set new risk parameters for ticker RU000A10EL70 on the Russian securities market, effective April 21, 2026. The parameters establish tiered initial margin requirements ranging from 12% to 18% depending on risk level, along with concentration limits of 220,000 and 1,100,000 securities. Short selling is not prohibited, and collateral is required.
Market participants holding positions in RU000A10EL70 should ensure their risk management systems reflect these new parameters by the effective date. Brokers and clearing members should update margin calculations and concentration monitoring accordingly.
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Apr 20, 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 21.04.2026:
| № | 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 | RU000A10EL70 | 12% | 15% | 18% | 220 000 | 1 100 000 | No | Yes |
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