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Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market

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Regulated commodity markets

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21.09.2021 19:24

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 22.09.2021 :

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short-selling	Collateral
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short-selling	Collateral
1	RU000A103QL1	17%	20%	23%	180 000	900 000	N	N

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