CCP NCC sets the following risk parameters on Securities market starting from 23.09.2021 :
№
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
SU25085RMFS0
5%
6%
7%
1 000 000
5 000 000
2
RU000A103PT6
14%
17%
20%
200 000