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17 July 2023

CCP NCC sets the following risk parameters on Securities market starting from 18.07.2023 :
 

№ 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 RU000A106K43 10% 13% 16% 600 000 3 000 000 No Yes
2 RU000A106JX4 24% 27% 30% 120 000 600 000 No Yes