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                01.10.2021 20:44

                Risk parameters on Securities market

                CCP NCC sets the following risk parameters on Securities market starting from 04.10.2021:

                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 RU000A103TB6 52% 55% 58% 8,000 40,000
                2 RU000A103T62 17% 20% 23% 4,200 21,000
                3 RU000A103T21 6% 9% 12% 1,780 8,900
                4 RU000A103T54 59% 62% 65% 5,618 28,090
                5 RU000A103TA8 23% 26% 29% 8,000 40,000
                6 RU000A103T96 21% 24% 27% 6,000 30,000
                7 RU000A103TC4 48% 51% 54% 8,000 40,000
                8 RU000A103T70 20% 23% 26% 6,000 30,000
                9 RU000A103T47 14% 17% 20% 2,446 12,230
                10 RU000A103T88 56% 59% 62% 8,000 40,000
                11 RU000A103T39 10% 13% 16% 2,448 12,240
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