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28 October 2022

CCP NCC sets the following risk parameters on Securities market starting from 31.10.2022 :
 

№ 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 RU000A105B86 7% 10% 13% 600 000 3 000 000
2 RU000A105A04 25% 28% 31% 5 715 28 575
3 RU000A1059R0 30% 33% 36% 5 079 25 395