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24 June 2024

CCP NCC sets the following risk parameters on Securities market starting from 25.06.2024:

 

№ 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 RU000A108P46 12% 15% 18% 120,000 600,000 No No
2 RU000A108P79 23% 26% 29% 14,000 70,000 No Yes