NCC | Risk parameters on FX market

CCP NCC sets the following risk parameters on FX market starting from 04.12.2023 :

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short	Eligible collateral	Limit of collateral
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short	Eligible collateral	Limit of collateral
1	CNYRUB_FIX0	12.5%	14.5%	16.5%	1 500 000 000	7 500 000 000	No	Yes	100%
2	CNYRUB_WAP0	12.5%	14.5%	16.5%	1 500 000 000	7 500 000 000	No	Yes	100%
3	CNYRUB_WAPV	12.5%	14.5%	16.5%	1 500 000 000	7 500 000 000	No	Yes	100%