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15 December 2022

CCP NCC sets the following risk parameters on Securities market starting from 16.12.2022 :

№ 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 RU000A105H64 15% 18% 21% 6 152 30 760
2 RU000A105M75 40% 43% 46% 20 000 100 000