С 24 декабря 2025 решением НКО НКЦ (АО) изменяются следующие риск-параметры на Фондовом рынке и рынке депозитов:
| ◊ | A | B | C | D | E | F | G | H | I | J |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | № | Торговый код | Ценная бумага | Действующий минимальный ограничительный уровень Ставок рыночного риска | Новый минимальный ограничительный уровень Ставок рыночного риска с 24.12.2025 | |||||
| 2 | 1-ый уровень, S1_min | 2-ой уровень, S2_min | 3-ий уровень, S3_min | 1-ый уровень, S1_min | 2-ой уровень, S2_min | 3-ий уровень, S3_min | ||||
| 3 | 1 | RU000A10CQG7 | ГПБ006Р02P | 31% | 34% | 37% | 100% | 100% | 100% | |
| 4 | 2 | RU000A103760 | СовкомБ04 | 30% | 40% | 50% | 100% | 100% | 100% | |
| 5 | 3 | RU000A10BJ85 | МТС-Банк05 | 100% | 100% | 100% | 50% | 60% | 70% | |
| 6 | 4 | RU000A107456 | МТС-Банк03 | 17% | 20% | 23% | 50% | 60% | 70% | |
| 7 | 5 | RU000A1035Y6 | БМБанкП08 | 13% | 27% | 40% | 28% | 31% | 34% | |
| 8 | 6 | RU000A0ZYWB3 | АЛЬФА БО39 | 22% | 25% | 28% | 11% | 14% | 17% | |
| 9 | 7 | RU000A10CF88 | ГПБ006Р01P | 31% | 34% | 37% | 24% | 27% | 30% | |
| 10 | 8 | RU000A10BZH8 | Сбер SbD7R | 30% | 40% | 50% | 21% | 24% | 27% | |
| 11 | 9 | RU000A10C8S6 | Сбер SbD8R | 27% | 30% | 33% | 21% | 24% | 27% | |
| 12 | 10 | RU000A108BB3 | АЛЬФАБ2Р29 | 18% | 21% | 24% | 9% | 12% | 15% | |
| 13 | 11 | RU000A0ZYU21 | АЛЬФА БО40 | 19% | 22% | 25% | 9% | 12% | 15% | |
| 14 | 12 | RU000A107TH4 | АЛЬФАБ2Р26 | 18% | 21% | 24% | 9% | 12% | 15% | |
| 15 | 13 | RU000A107AM4 | АЛЬФАБ2Р25 | 17% | 20% | 23% | 9% | 12% | 15% | |
| 16 | 14 | RU000A0ZYBM4 | АльфаБО-21 | 15% | 18% | 21% | 9% | 12% | 15% | |
| 17 | 15 | RU000A0JX5W4 | АльфаБО-18 | 13% | 16% | 19% | 8% | 11% | 14% | |
| 18 | 16 | RU000A109X37 | Сбер SbD3R | 24% | 27% | 30% | 19% | 22% | 25% | |
| 19 | 17 | RU000A10B8L2 | ВТБ Б1-375 | 13% | 16% | 19% | 15% | 18% | 21% | |
| 20 | 18 | RU000A108RM6 | МСПБанк1P1 | 70% | 90% | 100% | 15% | 18% | 21% | |
| 21 | 19 | RU000A109KV0 | МСПБанк1P2 | 70% | 90% | 100% | 15% | 18% | 21% | |
| 22 | 20 | RU000A10CG79 | МСПБанк3P2 | 70% | 90% | 100% | 15% | 18% | 21% | |
| 23 | 21 | RU000A104B46 | ГПБ001P21P | 9% | 12% | 15% | 16% | 19% | 22% | |
| 24 | 22 | RU000A10CP78 | ПСБ 4P-01 | 30% | 40% | 50% | 15% | 18% | 21% | |
| 25 | 23 | RU000A101Z74 | ГПБ001P17P | 20% | 23% | 26% | 15% | 18% | 21% | |
| 26 | 24 | RU000A10BFF4 | ПСБ 3P-13 | 32% | 35% | 38% | 13% | 16% | 19% | |
| 27 | 25 | RU000A109TJ6 | ПСБ 3P-09 | 21% | 24% | 27% | 14% | 17% | 20% | |
| 28 | 26 | RU000A105GW4 | ГПБ001P22P | 9% | 12% | 15% | 14% | 17% | 20% | |
| 29 | 27 | RU000A0JWUB5 | ТБанкБО12 | 17% | 20% | 23% | 10% | 13% | 16% | |
| 30 | 28 | RU000A0JX2D1 | ТбанкБ12 | 17% | 20% | 23% | 10% | 13% | 16% | |
| 31 | 29 | RU000A0JX2F6 | ТбанкБ11 | 17% | 20% | 23% | 10% | 13% | 16% | |
| 32 | 30 | RU000A10B0U0 | АФБАНК1Р14 | 16% | 19% | 22% | 11% | 14% | 17% | |
| 33 | 31 | RU000A1031S7 | ВЭБ1P-24 | 18% | 21% | 24% | 11% | 14% | 17% | |
| 34 | 32 | RU000A1031T5 | ВЭБ1P-25 | 18% | 21% | 24% | 11% | 14% | 17% | |
| 35 | 33 | RU000A101UE2 | РСЭКСМБ2Р3 | 15% | 18% | 21% | 11% | 14% | 17% | |
| 36 | 34 | RU000A106WW9 | ВЭБP-38 | 15% | 18% | 21% | 12% | 15% | 18% | |
| 37 | 35 | RU000A107XB9 | ВЭБP-42 | 15% | 18% | 21% | 12% | 15% | 18% | |
| 38 | 36 | RU000A107XC7 | ВЭБP-43 | 15% | 18% | 21% | 12% | 15% | 18% | |
| 39 | 37 | RU000A1093L2 | ВЭБP-46 | 15% | 18% | 21% | 12% | 15% | 18% | |
| 40 | 38 | RU000A10A7F7 | ВЭБP-47 | 15% | 18% | 21% | 12% | 15% | 18% | |
| 41 | 39 | RU000A10ACF3 | ВЭБ2Р-48 | 15% | 18% | 21% | 12% | 15% | 18% | |
| 42 | 40 | RU000A10B3C2 | ВЭБ2Р-49 | 15% | 18% | 21% | 12% | 15% | 18% | |
| 43 | 41 | RU000A104Z63 | ВЭБ1P-32 | 17% | 20% | 23% | 10% | 13% | 16% | |
| 44 | 42 | RU000A102GJ8 | ГПБ001P19P | 15% | 18% | 21% | 10% | 13% | 16% | |
| 45 | 43 | RU000A105YH8 | ВЭБP-36 | 15% | 18% | 21% | 11% | 14% | 17% | |
| 46 | 44 | RU000A106LL5 | ВЭБP-37 | 15% | 18% | 21% | 11% | 14% | 17% | |
| 47 | 45 | RU000A107AU7 | sВЭБP-39 | 15% | 18% | 21% | 11% | 14% | 17% | |
| 48 | 46 | RU000A107X96 | ВЭБP-40 | 15% | 18% | 21% | 11% | 14% | 17% | |
| 49 | 47 | RU000A107XA1 | ВЭБP-41 | 15% | 18% | 21% | 11% | 14% | 17% | |
| 50 | 48 | RU000A0JT403 | ВЭБ.РФ 18 | 7% | 10% | 13% | 10% | 13% | 16% | |
| 51 | 49 | RU000A107UA7 | ГПБ005P03P | 15% | 18% | 21% | 10% | 13% | 16% | |
| 52 | 50 | RU000A106YH6 | ГПБ003P01P | 14% | 17% | 20% | 9% | 12% | 15% | |
| 53 | 51 | RU000A1064G3 | ГПБ001P26P | 12% | 15% | 18% | 9% | 12% | 15% | |
| 54 | 52 | RU000A107A28 | sГПБ005P1P | 12% | 15% | 18% | 9% | 12% | 15% | |
| 55 | 53 | RU000A101TB0 | ВЭБ 1P-19 | 12% | 15% | 18% | 8% | 11% | 14% | |
| 56 | 54 | RU000A104Z48 | sВЭБ2P-33 | 12% | 15% | 18% | 8% | 11% | 14% | |
| 57 | 55 | RU000A10AV72 | ПСБ 3P-11 | 16% | 19% | 22% | 8% | 11% | 15% | |
| 58 | 56 | RU000A102DB2 | ГПБ001P18P | 9% | 12% | 15% | 19% | 22% | 25% | |
| 59 | 57 | RU000A1031Y5 | ВЭБ1P-28 | 10% | 13% | 16% | 6% | 9% | 12% | |
| 60 | 58 | RU000A1031Z2 | ВЭБ1P-29 | 10% | 13% | 16% | 6% | 9% | 12% | |
| 61 | 59 | RU000A10CQE2 | ВТБЛИЗ 1Р3 | 50% | 60% | 70% | 70% | 90% | 100% | |
| 62 | 60 | RU000A103133 | Новотр 1Р2 | 7% | 10% | 13% | 9% | 12% | 15% | |
| 63 | 61 | RU000A106SP1 | Новотр 1Р4 | 7% | 10% | 13% | 9% | 12% | 15% | |
| 64 | 62 | RU000A10BBE6 | Новотр 1Р6 | 16% | 19% | 22% | 15% | 18% | 21% | |
| 65 | 63 | RU000A105CM4 | Новотр 1Р3 | 9% | 12% | 15% | 10% | 13% | 16% | |
| 66 | 64 | RU000A107W06 | Новотр 1Р5 | 9% | 12% | 15% | 10% | 13% | 16% | |
| 67 | 65 | RU000A10B8M0 | СэтлГрБ2P4 | 8% | 11% | 14% | 50% | 60% | 70% | |
| 68 | 66 | RU000A10C2L4 | СэтлГрБ2P6 | 70% | 90% | 100% | 50% | 60% | 70% | |
| 69 | 67 | RU000A105X64 | СэтлГрБ2P2 | 70% | 90% | 100% | 50% | 60% | 70% | |
| 70 | 68 | RU000A1084B2 | СэтлГрБ2P3 | 70% | 90% | 100% | 50% | 60% | 70% | |
| 71 | 69 | RU000A10BZQ9 | СэтлГрБ2P5 | 100% | 100% | 100% | 50% | 60% | 70% | |
| 72 | 70 | RU000A107T76 | АВТОДОМ1Р2 | 50% | 60% | 70% | 100% | 100% | 100% | |
| 73 | 71 | RU000A107MM9 | КАМАЗ БП11 | 6% | 9% | 12% | 40% | 43% | 46% | |
| 74 | 72 | RU000A109JW0 | КАМАЗ БП12 | 11% | 14% | 17% | 40% | 43% | 46% | |
| 75 | 73 | RU000A109VM6 | КАМАЗ БП13 | 11% | 14% | 17% | 40% | 43% | 46% | |
| 76 | 74 | RU000A10ASW4 | КАМАЗ БП14 | 11% | 14% | 17% | 40% | 43% | 46% | |
| 77 | 75 | RU000A10BU31 | КАМАЗ БП15 | 10% | 13% | 16% | 40% | 43% | 46% | |
| 78 | 76 | RU000A10CQ77 | КАМАЗ БП16 | 11% | 14% | 17% | 40% | 43% | 46% | |
| 79 | 77 | RU000A10CQ93 | КАМАЗ БП17 | 14% | 17% | 20% | 40% | 43% | 46% | |
| 80 | 78 | RU000A0JW3A6 | ВертолетБ1 | 40% | 43% | 100% | 100% | 100% | 100% | |
| 81 | 79 | RU000A0ZYMM1 | ВертолетБ4 | 22% | 25% | 100% | 100% | 100% | 100% | |
| 82 | 80 | RU000A0ZYMN9 | ВертолетБ3 | 40% | 43% | 100% | 100% | 100% | 100% | |
| 83 | 81 | RU000A10A3C3 | Брус 2P03 | 70% | 90% | 100% | 100% | 100% | 100% | |
| 84 | 82 | RU000A10C8F3 | Брус 2Р04 | 50% | 60% | 70% | 100% | 100% | 100% | |
| 85 | 83 | RU000A107R03 | МКБ ЗО26-1 | 15% | 20% | 25% | 100% | 100% | 100% | |
| 86 | 84 | RU000A107VV1 | МКБ ЗО26-2 | 19% | 24% | 29% | 100% | 100% | 100% |
| ◊ | A | B | C | D | E | F | G |
|---|---|---|---|---|---|---|---|
| 1 | № | Торговый код | Ценная бумага | Действующие лимиты концентрации, шт. | Новые лимиты концентрации, шт., с 24.12.2025 | ||
| 2 | 1 уровень | 2 уровень | 1 уровень | 2 уровень | |||
| 3 | 1 | RU000A10CQG7 | ГПБ006Р02P | 100 000 | 500 000 | 2 000 | 2 001 |
| 4 | 2 | RU000A103760 | СовкомБ04 | 80 000 | 400 000 | 2 000 | 2 001 |
| 5 | 3 | RU000A10BJ85 | МТС-Банк05 | 2000 | 2001 | 60 000 | 300 000 |
| 6 | 4 | RU000A10CF88 | ГПБ006Р01P | 100000 | 500000 | 68 444 | 342 220 |
| 7 | 5 | RU000A10C8S6 | Сбер SbD8R | 400 000 | 2 000 000 | 500 000 | 2 500 000 |
| 8 | 6 | RU000A109X37 | Сбер SbD3R | 240 000 | 1 200 000 | 320 000 | 1 600 000 |
| 9 | 7 | RU000A10B8L2 | ВТБ Б1-375 | 200 000 | 1 000 000 | 130 000 | 650 000 |
| 10 | 8 | RU000A0JWUB5 | ТБанкБО12 | 140 000 | 700 000 | 139 999 | 699 995 |
| 11 | 9 | RU000A0JX2D1 | ТбанкБ12 | 100000 | 500 000 | 99 904 | 499 520 |
| 12 | 10 | RU000A107UA7 | ГПБ005P03P | 340000 | 1 700 000 | 444 174 | 2 220 870 |
| 13 | 11 | RU000A10BZQ9 | СэтлГрБ2P5 | 2 000 | 2 001 | 140 000 | 700 000 |
| 14 | 12 | RU000A107T76 | АВТОДОМ1Р2 | 100 000 | 500 000 | 2 000 | 2 001 |
| 15 | 13 | RU000A0JW3A6 | ВертолетБ1 | 200 000 | 1 000 000 | 2 000 | 2 001 |
| 16 | 14 | RU000A0ZYMM1 | ВертолетБ4 | 100 000 | 500 000 | 2 000 | 2 001 |
| 17 | 15 | RU000A0ZYMN9 | ВертолетБ3 | 100 000 | 500 000 | 2 000 | 2 001 |
| 18 | 16 | RU000A10C8F3 | Брус 2Р04 | 150 000 | 750 000 | 2 000 | 2 001 |
| 19 | 17 | RU000A107R03 | МКБ ЗО26-1 | 4 205 | 12 615 | 2 000 | 2 001 |
| 20 | 18 | RU000A107VV1 | МКБ ЗО26-2 | 10 000 | 30 000 | 2 000 | 2 001 |
| ◊ | A | B | C | D | E |
|---|---|---|---|---|---|
| 1 | № | Торговый код | Ценная бумага | Действующее значение признака запрета коротких продаж | Новое значение признака запрета коротких продаж с 24.12.2025 |
| 2 | |||||
| 3 | 1 | RU000A10BJ85 | МТС-Банк05 | Да | Нет |
| 4 | 2 | RU000A10BZQ9 | СэтлГрБ2P5 | Да | Нет |
| 5 | 3 | RU000A10CQG7 | ГПБ006Р02P | Нет | Да |
| 6 | 4 | RU000A103760 | СовкомБ04 | Нет | Да |
| 7 | 5 | RU000A107T76 | АВТОДОМ1Р2 | Нет | Да |
| 8 | 6 | RU000A0JW3A6 | ВертолетБ1 | Нет | Да |
| 9 | 7 | RU000A0ZYMM1 | ВертолетБ4 | Нет | Да |
| 10 | 8 | RU000A0ZYMN9 | ВертолетБ3 | Нет | Да |
| 11 | 9 | RU000A10A3C3 | Брус 2P03 | Нет | Да |
| 12 | 10 | RU000A10C8F3 | Брус 2Р04 | Нет | Да |
| 13 | 11 | RU000A107R03 | МКБ ЗО26-1 | Нет | Да |
| 14 | 12 | RU000A107VV1 | МКБ ЗО26-2 | Нет | Да |