CCP NCC sets the following risk parameters on Securities market starting from 28.12.2021 :
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | |||
|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||
| 1 | RU000A104B46 | 28% | 31% | 34% | 600 000 | 3 000 000 |
