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31 October 2022

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

№ Ticker Minimum Initial Margin for the
Market Risk, %		 Concentration Limit, # of
securities		 Ban on short Eligible collateral
Level 1,
S_1_min		 Level 2,
S_2_min		 Level 3,
S_3_min		 Level 1 Level 2
1 KGS 30% 50% 100% 13 470 000 67 350 000 Yes No
2 TJS 50% 70% 100% 1 670 000 8 350 000 Yes No