MOEX Group
Registration
0
0
Ru  /  En
  • Markets
  • Indices
  • Market data
  • Listing
  • Connectivity
  • News and events
  • About MOEX
  • Investor Relations
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
News and events

News and events

Newsroom
Events calendar
Subscription management
Subscription Print version
04.07.2023 18:14

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 05.07.2023 :
 

№ Ticker Minimum Initial Margin for the Market Risk, % Concentration Limit, # of securities Ban on short selling Collateral
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
1 RU000A106GH3 15% 18% 21% 160 000 800 000 No No
2 RU000A106FT0 14% 17% 20% 110 000 550 000 No No
3 RU000A106GD2 11% 14% 17% 300 000 1 500 000 No Yes
Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form
Main news