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

10.01.2024 18:29

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 11.01.2024:

№	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	RU000A107JK9	8%	11%	14%	100,000	500,000	No	No
2	RU000A107JH5	7%	10%	13%	100,000	500,000	No	No

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

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

Main news

11.01.24	Risk parameters change for the security RU000A0JW6P7
11.01.24	Risk parameters change for the security RU000A1009L8
11.01.24	Risk parameters change for the security RU000A105UB9
11.01.24	Risk parameters change for the security RU000A102DQ0
11.01.24	Risk parameters change for the security RU000A105898
10.01.24	Risk parameters on Securities market
10.01.24	Risk parameters change for the security RU000A105UB9
10.01.24	Risk parameters change for the security RU000A0JX2R1
10.01.24	Moscow Exchange Trading Volumes in December 2023
All news