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National Settlement Depository (NSD) is the central securities depository of the Russian Federation
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04.05.2021 19:22

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from May 5, 2021:

№ Ticker Market risk rates Concentration limits, units Ban on short selling Eligible as collateral
S_1_min S_2_min S_3_min LK_1 LK_2
1 RU000A1031Y5 11% 14% 17% 1 600 000 8 000 000 No No
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05.05.2021
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