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

02.11.2023 18:29

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 03.11.2023:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short selling	Collateral
1	RU000A1075S4	12%	15%	18%	400 000	2 000 000	No	No
2	RU000A107548	12%	15%	18%	170 000	850 000	No	No

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

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

Main news

03.11.23	Risk parameters change for the security RU000A106M41
03.11.23	Risk parameters change for the security RU000A0ZYLU6
03.11.23	Risk parameters change for the security RU000A0JVD25
03.11.23	Risk parameters change for the security RU000A0ZYF38
03.11.23	Risk parameters change on the Securities market
02.11.23	Risk parameters on Securities market
02.11.23	Moscow Exchange Trading Volumes in October 2023
02.11.23	Risk parameters change for the security RU000A0JVUP7
02.11.23	Risk Parameters Change for the Securities
All news