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Information product Instrument Period Price

    Terms of Data

    03.12.2021 20:20

    Risk parameters on Securities market

    CCP NCC sets the following risk parameters on Securities market starting from 06.12.2021 :

    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 RU000A104693 15% 18% 21% 100,000 500,000
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