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05 April 2023

CCP NCC sets the following risk parameters on Securities market starting from 06.04.2023 :
 

№ 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 RU000A1061F1 24% 27% 30% 100 000 500 000 No Yes