CCP NCC sets the following risk parameters on Securities market starting from 22.11.2021:
№
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
RU000A1043E2
17%
20%
23%
200 000
1 000 000
2
RU000A1042W6
10.5%
13.5%
16.5%
5 000 000
