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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23.04.2024 18:26

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 24.04.2024:

№	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	RU000A108BN8	13%	16%	19%	400,000	2,000,000	No	Yes

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Risk parameters

25.04.24	Risk Parameters Change for the Securities
25.04.24	Risk parameters change for the security RU000A0JRZ74
24.04.24	Risk parameters change for the security SU26231RMFS9
24.04.24	Risk Parameters Change for the Securities
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
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