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

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23.06.2023 21:31

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 26.06.2023 :

№	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	RU000A106EM8	12%	15%	18%	200,000	1,000,000	No	No

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