NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 04.10.2021:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2
1	RU000A103TB6	52%	55%	58%	8,000	40,000
2	RU000A103T62	17%	20%	23%	4,200	21,000
3	RU000A103T21	6%	9%	12%	1,780	8,900
4	RU000A103T54	59%	62%	65%	5,618	28,090
5	RU000A103TA8	23%	26%	29%	8,000	40,000
6	RU000A103T96	21%	24%	27%	6,000	30,000
7	RU000A103TC4	48%	51%	54%	8,000	40,000
8	RU000A103T70	20%	23%	26%	6,000	30,000
9	RU000A103T47	14%	17%	20%	2,446	12,230
10	RU000A103T88	56%	59%	62%	8,000	40,000
11	RU000A103T39	10%	13%	16%	2,448	12,240