National Settlement Depository

National Settlement Depository (NSD) is the central securities depository of the Russian Federation

National Clearing Centre

Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market

National Mercantile Exchange

Regulated commodity markets

Subscription Print version

06.05.2021 18:24

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from May 7, 2021:

№	Ticker	Market risk rates			Concentration limits, units		Ban on short selling	Eligible as collateral
№	Ticker	S_1_min	S_2_min	S_3_min	LK_1	LK_2	Ban on short selling	Eligible as collateral
1	RU000A1031Z2	11%	14%	17%	400 000	2 000 000	No	No

Contacts for media
+7 (495) 363-3232
Public Relations Department

Contacts for clients
+7 (495) 232-3363
Feedback form

Main news

10.05.21	Risk parameters change for the security VTRS-RM
10.05.21	Risk parameters change for the security BKR-RM
10.05.21	Risk parameters change for the security VTBE
07.05.21	REPO risk parameters change for the security CI-RM
07.05.21	Risk parameters change for the security SAP-RM
06.05.21	Risk parameters on Securities market
06.05.21	REPO risk parameters change for the security CI-RM
06.05.21	Risk parameters change for the security RU000A0JU6A1
06.05.21	Risk parameters change for the security RU000A0ZZ1H2
All news