News

CCP NCC sets the following risk parameters on Securities market starting from 16.03.2023 :
 

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 SU52005RMFS4 12% 13% 14% 1 000 000 5 000 000 No Yes
2 RU000A105YH8 20% 23% 26% 1 000 000 5 000 000 No Yes