CCP NCC sets the following risk parameters on Securities market starting from 28.10.2021 :
№
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
RU000A103YE0
8%
11%
14%
200,000
1,000,000