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

05.04.2023 18:55

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 06.04.2023 :

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral
		Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2
1	RU000A1061F1	24%	27%	30%	100 000	500 000	No	Yes

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

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

Main news

06.04.23	Risk parameters change for the security RU000A0JXU14
06.04.23	REPO risk parameters change for the security HHRU
06.04.23	Risk parameters change for the security RNFT
06.04.23	Risk parameters change for the security RU000A105PQ7
06.04.23	Risk parameters change for the security RU000A0JXRS3
05.04.23	Risk parameters on Securities market
05.04.23	Results of auction for placement of the Russian Federation government bonds (2)
05.04.23	Risk parameters change for the security RU000A0JTYM0
05.04.23	Risk parameters change for the security RU000A100VG7
All news