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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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20.10.2023 17:58

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 23.10.2023:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral
		Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2
1	RU000A107456	12%	15%	18%	200,000	1,000,000	No	No

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