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Information product Instrument Period Price

    Terms of Data

    15.11.2021 18:16

    Risk parameters on Securities market

    CCP NCC sets the following risk parameters on Securities market starting from 16.11.2021 :

    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 RU000A104123 16% 19% 22% 300 000 1 500 000
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