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

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04.03.2024 19:26

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 05.03.2024:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral
		Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2
1	RU000A107UA7	15%	18%	21%	340 000	1 700 000	No	Yes

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