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

Subscription Print version

19.11.2024 19:00

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 20.11.2024:

№	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	RU000A10A349	13%	16%	19%	800 000	4 000 000	No	Yes

Contacts for media
+7 (495) 363-3232
Public Relations Department

Contacts for clients
+7 (495) 232-3363
Feedback form

Main news

20.11.24	Risk parameters change for the security RU000A0JX2D1
20.11.24	Risk parameters change for the security RU000A1031Z2
20.11.24	Risk parameters change for the security RU000A1009L8
20.11.24	Risk parameters change for the security RU000A103YV4
20.11.24	Risk parameters change for the security RU000A100KY3
19.11.24	Risk parameters on Securities market
19.11.24	Risk parameters change for the security RU000A107910
19.11.24	Risk parameters change for the security RU000A0JX2P5
19.11.24	Risk parameters change for the security RU000A0JVUP7
All news