News

CCP NCC sets the following risk parameters on Securities market starting from 15.11.2021 :

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  

 RU000A102RR8

27%

30%

33%

         200 000  

        1 000 000  

        2  

 RU000A1040J7

29%

32%

35%

         400 000  

        2 000 000  

        3  

 RU000A103YM3

23%

26%

29%

         500 000  

        2 500 000