CCP NCC sets the following risk parameters on Securities market starting from 17.12.2021:
№
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
RU000A104925
10%
13%
16%
200 000
1 000 000
2
RU000A1049K6
