News

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