CCP NCC sets the following risk parameters on Securities market starting from 24.11.2021 :
№
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
RU000A1043J1
14%
17%
20%
300 000
1 500 000
2
RU000A1043K9
16%
19%
22%
