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

09.02.2024 18:14

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 12.02.2024:

№	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	RU000A107RZ0	11%	14%	17%	490 000	2 450 000	No	No
2	RU000A107S10	13%	16%	19%	400 000	2 000 000	No	Yes

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

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

Main news

12.02.24	Risk parameters change for the security SU25085RMFS0
12.02.24	Risk parameters change for the security RU000A102R73
12.02.24	Risk parameters change for the security RU000A105NP4
12.02.24	Risk parameters change for the security RU000A105898
12.02.24	Risk parameters change for the security RU000A102R73
09.02.24	Risk parameters on Securities market
09.02.24	Risk parameters change for the security RU000A102R73
09.02.24	Risk parameters change for the security RU000A0ZYFM5
09.02.24	Moscow Exchange trading schedule in February 2024
All news