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01 February 2023

CCP NCC sets the following risk parameters on Securities market starting from 02.02.2023 :
 

№ Ticker Minimum Initial Margin for the Market Risk,
%		 Concentration Limit, # of
securities		 Ban on short selling Collateral
Level 1,
S_1_min		 Level 2,
S_2_min		 Level 3,
S_3_min		 Level 1 Level 2
1 RU000A105SL2 30% 33% 36% 700 000 3 500 000 No Yes
2 RU000A105RG4 16% 19% 22% 25 000 125 000 No No