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Moscow Exchange: Risk Parameters On Securities Market

Date 01/12/2021

CCP NCC sets the following risk parameters on Securities market starting from 01.12.2021 :

TickerMinimum Initial Margin for the Market Risk, %Concentration Limit, # of securities
Level 1, S_1_minLevel 2, S_2_minLevel 3, S_3_minLevel 1Level 2
1 XS2400040973 44% 47% 50% 13,000 65,000