CCP NCC sets the following risk parameters on Securities market starting from 27.12.2021
№
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
RU000A102YN3
6%
9%
12%
400 000
2 000 000
2
RU000A104C60
16%
19%
22%
100 000
500 000
3
RU000A103YZ5
5%
8%
11%
