NCC | Risk parameters on Securities market

News

CCP NCC sets the following risk parameters on Securities market starting from 20.12.2022 :

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2
1	RU000A105EN8	15%	18%	21%	7 542	37 710
2	RU000A105KU0	25%	28%	31%	40 000	200 000
3	RU000A105ML5	17%	20%	23%	80 000	400 000
4	RU000A105MW2	14%	17%	20%	300 000	1 500 000