News

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

No

2

RU000A103FC3

6%

9%

12%

50 000

250 000

No

Yes