CCP NCC sets the following risk parameters on Securities market starting from 23.07.2021:
№
Ticker
Minimum Initial Margin for the Market Risk, %
Concentration Limit, # of securities
Ban on short selling
Eligible collateral
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
1
RU000A103EZ7
17%
20%
23%
300 000
1 500 000
No
2
RU000A103FC3
6%
9%
12%
50 000
250 000
Yes