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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 18:43

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 05.12.2023:

№	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	RU000A107AG6	12%	15%	18%	100 000	500 000	No	No
2	RU000A107BE9	8%	11%	14%	100 000	500 000	No	No

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