MOEX Group
Registration
0
0
Ru  /  En
  • Markets
  • Indices
  • Market data
  • Listing
  • Connectivity
  • News and events
  • About MOEX
  • Investor Relations
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
News and events

News and events

Newsroom
Events calendar
Subscription management
Subscription Print version
01.12.2023 18:33

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 04.12.2023:
 

№ 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 RU000A107B19 18% 21% 24% 400 000 2 000 000 No No
2 RU000A107670 8% 11% 14% 2 462 12 310 No No
3 RU000A107B35 12% 15% 18% 200 000 1 000 000 No No
4 RU000A1078V2 15% 18% 21% 10 000 50 000 No No
Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form
Main news