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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

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Regulated commodity markets

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07.12.2022 18:23

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 08.12.2022 :

№	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	RU000A105KR6	20%	23%	26%	300 000	1 500 000
2	RU000A105L01	16%	19%	22%	100 000	500 000

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