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

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22.04.2024 18:16

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 23.04.2024:

№	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	RU000A108BB3	14%	17%	20%	200 000	1 000 000	No	Yes
2	RU000A108777	12%	15%	18%	160 000	800 000	No	No

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Risk parameters

24.04.24	Risk parameters change for the security RU000A101MG4
23.04.24	Risk parameters on Securities market
23.04.24	Risk Parameters Change for the Securities
23.04.24	Risk parameters on Securities market
23.04.24	Risk parameters change on the Securities market and on the Derivatives market
22.04.24	Risk parameters on Securities market
22.04.24	Risk parameters change for the security RU000A105666
22.04.24	Risk parameters change on the Securities market and on the Derivatives market
22.04.24	Risk parameters change for the security RU000A1031U3
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