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

02.12.2024 18:16

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 03.12.2024:

№	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	RU000A10A729	9%	12%	15%	140 000	700 000	No	Yes

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

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

Main news

03.12.24	Risk parameters change for the security RU000A1099S4
03.12.24	Risk parameters change for the security RU000A1009L8
03.12.24	Risk parameters change for the security RU000A1065R7
02.12.24	Risk parameters on Securities market
02.12.24	The updated coefficients for Moscow Exchange indices to come into force
02.12.24	Risk parameters on Securities market
02.12.24	Risk parameters change for the security RU000A0JX2B5
02.12.24	Risk parameters change for the security RU000A0JVD25
02.12.24	Risk parameters change for the security RU000A108LF3
All news