Accounts details
Clearing terminal
Moscow Exchange
NSD
Sitemap
Рус
Contact us
Name
E-mail
Phone
Member ID
Company type
credit
non-credit
Choose topic
Безопасность вложения средств
Оформление документов
Регистрация участника
Прочее
Message
Attach file(s)
I agree to the
personal data processing
Send
About us
Shareholders
Correspondent accounts
Ratings & certificates
AML / CFT
CPMI-IOSCO PFMI Disclosure
Number of Clearing Members
Constituent documents/licenses
Clearing services
Become a Clearing Member
Clearing innovations
Clearing documents
Clearing reports
Shares parameters
Precious metals and foreign currency parameters
Settlement calendar
Time Specification
For Clearing Member
General information
CM categories
Collateral operations
Default Funds. Collateral for Stress. Concentration Risk Mitigation Collateral
Clearing terminal
Accounts details
Market specifics
FX Market and Precious Metals Market
Securities Market, Deposit Market and Credit Market
Derivatives Market
Clearing technologies
Unified collateral pool
Segregated client
Direct access to clearing for Non-residents
Risk management
Documents
Compliance with International Standards
Currency market
Risk parameters
Securities market
General information
Risk parameters
Concentration limits per issuer
Derivatives market
Risk parameters
Financials
Interim Condensed Reports
Annual Reports
Tariffs
International cooperation
ССP12-EACH: promoting CCP development
CCP's operating standards
News
News
Press-releases
Contact us
Main
News
News
News
18 April 2024
Risk parameters change on the Securities market
CCP
NCC
changes the following risk parameters on Securities market starting from April 19-th:
Market risk rates and concentration limits:
Ticker
Current market risk rates
, %
Market risk rates from
19
.0
4
.2024
Current concentration limits
Concentration limits fr
om
19
.0
4
.2024
S1_min
S2_min
S3_min
S1_min
S2_min
S3_min
LK1
LK2
LK1
LK2
GECO
100%
100%
100%
70%
80%
95%
2,000
2,001
52,097
260,485
EUTR
100%
100%
100%
70%
80%
95%
2,000
2,001
2,425,468
12,127,340
DELI
100%
100%
100%
70%
80%
95%
2,000
2,001
137,001
685,005
MGKL
100%
100%
100%
70%
80%
95%
2,000
2,001
3,383,064
16,915,320
Ban on short selling and short selling limits:
Ticker
Current Ban on short selling
Ban on short selling from
19.04.2024
Short selling limits from
30.01.2024
GECO
Yes
No
0
EUTR
Yes
No
0
DELI
Yes
No
0
MGKL
Yes
No
0
KLVZ
Yes
Yes
- 152,864