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

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Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market

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Regulated commodity markets

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12.07.2024 19:21

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 15.07.2024:

№	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	RU000A108LQ0	19%	22%	25%	6 185	30 925	No	Yes
2	RU000A108Z85	13%	16%	19%	900 000	4 500 000	No	Yes

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