CCP NCC sets the following risk parameters on Securities market starting from 18.11.2021:
№
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
RU000A102FQ5
29%
32%
35%
400 000
2 000 000
2
RU000A1040Y6
