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
StandardisedDerivatives 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
24 May 2024
Risk Parameters Change for the Securities
The following risk parameters will be changed:
Ticker
Minimum Initial Margin for
the Market Risk, % (S_1_min)
Minimum Initial Margin for
the Market Risk, % (S_2_min)
Minimum Initial Margin for
the Market Risk, % (S_3_min)
New value effective for
Current value
New value
Current value
New value
Current value
New value
IRAO
25%
31%
31%
37%
38%
44%
31.05.2024 - 03.06.2024
Ticker
IR risk (downward scenario) -
SEC
Δ_1 (Y0/Y1)
New value effective for
Current value
New value
RU000A105Q71
35%
77%
27.05.2024 - 28.05.2024
DELI
35%
77%
30.05.2024 - 31.05.2024
SVCB
35%
77%
30.05.2024 - 31.05.2024
VSMO
35%
77%
31.05.2024 - 03.06.2024
AQUA
35%
77%
31.05.2024 - 03.06.2024
IRAO
35%
77%
31.05.2024 - 03.06.2024
MTSS
35%
77%
31.05.2024 - 03.06.2024
MGNT
35%
77%
31.05.2024 - 03.06.2024
SNGS
35%
77%
31.05.2024 - 03.06.2024
