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20 February 2024

CCP NCC sets the following risk parameters on Securities market starting from 21.02.2024:
 

№ 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 RU000A107TH4 14% 17% 20% 220 000 1 100 000 No Yes
2 RU000A107TT9 12% 15% 18% 150 000 750 000 No No