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CCP NCC sets the following risk parameters on Securities market starting from 29.12.2021 ?

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

XS2408033210

45%

48%

51%

10 000

50 000