National Settlement Depository

National Settlement Depository (NSD) is the central securities depository of the Russian Federation

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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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15.03.2023 19:30

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 16.03.2023

№	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	SU52005RMFS4	12%	13%	14%	1 000 000	5 000 000	No	Yes
2	RU000A105YH8	20%	23%	26%	1 000 000	5 000 000	No	Yes

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