CCP NCC sets the following risk parameters on Securities market starting from 16.11.2021:
№
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
RU000A104123
16%
19%
22%
300 000
1 500 000