CCP NCC sets the following risk parameters on Securities market starting from 20.09.2021 :
№
Ticker
Minimum Initial Margin for the Market Risk, %
Concentration Limit, # of securities
Ban on short-selling
Collateral
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
1
RU000A103Q81
16%
19%
22%
100 000
500 000
N
