News

CCP NCC sets the following risk parameters on Securities market starting from 06.08.2021:

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

RU000A103H66

34%

37%

40%

300 000

1 500 000

2

RU000A103G75

24%

27%

30%

1 000 000

5 000 000

3

RU000A103G42

34%

37%

40%

1 000 000

5 000 000

4

RU000A103G59

34%

37%

40%

500 000

2 500 000