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17 July 2024

Risk parameters on Securities market


CCP NCC sets the following risk parameters on Securities market starting from 18.07.2024:
 

№ 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 RU000A108ZT4 12% 15% 18% 300 000 1 500 000 No No