CCP NCC sets the following risk parameters on Securities market starting from 28.09.2021:
№
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
RU000A103RT2
14%
17%
20%
100,000
500,000
2
RU000A103S14
13%
16%
19%
140,000
700,000
3
RU000A103RS4
12%
15%
18%
120,000
600,000