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13 March 2023

CCP NCC sets the following risk parameters on Securities market starting from 14.03.2023 :
 

№ Ticker Minimum Initial Margin for the Market Risk, % Concentration Limit, # of securities Ban on short selling Collateral
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
1 RU000A105WH2 34% 37% 40% 15 000 75 000 No Yes
2 RU000A105WJ8 30% 33% 36% 20 000 100 000 No Yes