National Settlement Depository

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

National Mercantile Exchange

Regulated commodity markets

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11.12.2023 18:17

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 12.12.2023:

№	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	RU000A107B43	18%	21%	24%	12 000	60 000	No	No
2	RU000A107AQ5	15%	18%	21%	11 000	55 000	No	No
3	RU000A107CG2	10%	13%	16%	200 000	1 000 000	No	No

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