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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20.11.2024 18:36

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 21.11.2024:

№	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	RU000A10A3Z4	8%	11%	14%	200 000	1 000 000	No	No
2	RU000A10A3R1	10%	13%	16%	400 000	2 000 000	No	Yes

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Risk parameters

21.11.24	REPO risk parameters change for the security SGZH
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