National Settlement Depository

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

National Mercantile Exchange

Regulated commodity markets

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03.09.2024 11:52

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 04.09.2024:

№	Ticker	Minimum Initial Margin for the Market Risk, %
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min
1	SU26246RMFS7	10%	11%	12%
2	SU26247RMFS5	11%	12%	13%

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