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

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Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market

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04.12.2023 16:15

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 01.12.2023:

№	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	RU000A107AM4	18%	21%	24%	220,000	1,100,000	No	Yes
2	RU000A107AU7	13%	16%	19%	800,000	4,000,000	No	Yes

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