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

27.10.2021 21:36

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 28.10.2021 :

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2
1	RU000A103YE0	8%	11%	14%	200,000	1,000,000

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

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

Main news

28.10.21	Risk parameters change for the security EBAY-RM
28.10.21	Risk parameters change for the security NOC-RM
28.10.21	New international shares to be added to MOEX market making programs
28.10.21	Risk parameters change for the security F-RM
28.10.21	Moscow Exchange increases stake in e-FX trading platform NTPro to 95%
27.10.21	Risk parameters on Securities market
27.10.21	Risk parameters on Securities market
27.10.21	Yury Denisov re-elected Chairman of the Executive Board of Moscow Exchange through 2025
27.10.21	Risk parameters change for the security FISV-RM
All news