CCP NCC sets the following risk parameters on Securities market starting from 05.08.2021:
№
Ticker
Minimum Initial Margin for the Market Risk, %
Concentration Limit, # of securities
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
1
RU000A103GX7
14%
17%
20%
200 000
1 000 000
2
RU000A103GW9
15%
18%
21%
400 000
2 000 000