CCP NCC is changing IM rates on Securities market starting from March 15, 2018 for the following bonds:
№
Ticker
Current Minimum Initial Margin for the Market Risk, %
New Minimum Initial Margin for the Market Risk, %
Concentration Limit, # of securities
S_1_min
S_2_min
S_3_min
Level 1
Level 2
1
XS0918604496
100%
10%
13%
16%
12 000
60 000
2
XS1603335610
21%
24%
27%
16 000
80 000
3
XS1533922933
18%
4
XS1449458915
14%
17%
20%
10 000
50 000
5
RU000A0JVVA7
19%
22%
180 000
900 000
