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
4
RU000A103G59
500 000
2 500 000