National Settlement Depository

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

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

National Mercantile Exchange

Regulated commodity markets

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09.09.2022 12:38

Risk parameters on FX market

CCP NCC sets the following risk parameters on FX market starting from 12.09.2022 :

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short	Eligible collateral
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short	Eligible collateral
1	UZS	30%	50%	100%	1 799 247 195	8 996 235 975	Yes	No

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