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
Standardised 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
29 July 2024
Risk parameters on Securities market
CCP
NCC sets the following risk parameters on
Securities market
starting
from july 30, 2024:
Ticker
Concentration Limit
of securities
Market risk rates
Concentration Limit of securities from 30.07.2024
Market risk rates from 30.07.2024
Level 1
Level 2
S
_
1_min
S
_
2_min
S
_
3_min
Level 1
Level 2
S
_
1_min
S
_
2_min
S
_
3_min
AKGD
98 684
493 421
42%
68%
100%
64 935
324 675
38%
57%
100%
AKMB
2000
2001
100%
100%
100%
7 407 407
37 037 035
36%
45%
100%
AKME
2000
2001
100%
100%
100%
53 717
268 585
21%
31%
100%
AKQU
2000
2001
100%
100%
100%
1 279
6 395
21%
31%
100%
AKMM
1 233 184
6 165 921
10%
14%
100%
1 233 184
6 165 921
6%
9%
100%
SBMM
14 061 955
70 309 776
10%
14%
100%
14 710 023
73 550 115
10%
14%
100%
TMON
2000
2001
100%
100%
100%
87 214
436 070
10%
14%
100%