Risk Parameters Update for Securities Market, April 27
Summary
MOEX's CCP NCC sets risk parameters for the Securities market effective April 27, 2026. For security RU000A10EYG7, minimum initial margin rates are set at three levels (Level 1: 13%, Level 2: 16%, Level 3: 19%), with concentration limits of 52,000 (Level 1) and 260,000 (Level 2). Short selling is not banned, and the security is accepted as collateral.
“CCP NCC sets the following risk parameters on Securities market starting from 27.04.2026”
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What changed
MOEX's CCP NCC has published updated risk parameters for the Securities market, effective April 27, 2026. For the single security identified (RU000A10EYG7), initial margin rates range from 13% to 19% depending on risk level, concentration limits are set at 52,000 and 260,000 securities, short selling is permitted, and the security qualifies as collateral.
Broker-dealers, financial advisers, and investors active in Russian securities should note these parameters as they affect margin requirements and position limits for this instrument. Risk management functions should incorporate these updated thresholds into their monitoring systems ahead of the April 27 effective date.
Archived snapshot
Apr 24, 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 27.04.2026:
| № | 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 | RU000A10EYG7 | 13% | 16% | 19% | 52 000 | 260 000 | No | Yes |
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