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                23.12.2022 13:02

                Risk parameters on Securities market

                CCP NCC sets the following risk parameters on Securities market starting from 23.12.2022 :

                Ticker Minimum Initial Margin for the Market Risk, % Concentration Limit, # of securities Ban on short selling Collateral (from 23.12.2022) Collateral (from 26.12.2022)
                Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
                1 RU000A105NH1 40% 43% 46% 17,000 85,000 No No No
                2 RU000A105NE8 30% 33% 36% 280,000 1,400,000 No No Yes
                3 RU000A105BA1 7% 10% 13% 600,000 3,000,000 No No No
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