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

22.11.2024 17:57

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 25.11.2024:

№	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	RU000A10A4S7	13%	16%	19%	400,000	2,000,000	No	Yes

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

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

Risk parameters

22.11.24	Risk parameters on Securities market
22.11.24	REPO risk parameters change for the security SGZH
22.11.24	Risk parameters on the FX and precious metals market
22.11.24	REPO risk parameters change for the security SGZH
22.11.24	Risk parameters change for the security RU000A1035Y6
22.11.24	Risk parameters change for the security SU26231RMFS9
21.11.24	Risk parameters on Securities market
21.11.24	Risk parameters on Securities market
21.11.24	Risk parameters change for the security MAGN
All news