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Moscow Exchange: Risk Parameters On Securities Market

Date 04/05/2021

CCP NCC sets the following risk parameters on Securities market starting from May 5, 2021:

TickerMarket risk ratesConcentration limits, unitsBan on short sellingEligible as collateral
S_1_minS_2_minS_3_minLK_1LK_2
1 RU000A1031Y5 11% 14% 17% 1 600 000 8 000 000 No No