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Moscow Exchange: Risk Parameters On Securities Market

Date 22/07/2021

CCP NCC sets the following risk parameters on Securities market starting from 23.07.2021:

TickerMinimum Initial Margin for the Market Risk, %Concentration Limit, # of securitiesBan on short sellingEligible collateral
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
1 RU000A103EZ7 17% 20% 23% 300 000 1 500 000 No No
2 RU000A103FC3 6% 9% 12% 50 000 250 000 No Yes