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

08.11.2023 20:29

Risk parameters change on the Securities market

CCP NCC changes the following risk parameters on Securities market starting from November 9, 2023:

Market risk:

№	Ticker	Current market risk rates, %			Market risk rates from 09.11.2023, %
№	Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
1	RU000A107613	8%	11%	14%	10%	13%	16%

Collateral:

№	Ticker	Current Collateral	Collateral from 09.11.2023
1	RU000A107613	No	Yes

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

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