05.08.2021 21:13
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 06.08.2021:
| № | 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 | RU000A103H66 | 34% | 37% | 40% | 300 000 | 1 500 000 |
| 2 | RU000A103G75 | 24% | 27% | 30% | 1 000 000 | 5 000 000 |
| 3 | RU000A103G42 | 34% | 37% | 40% | 1 000 000 | 5 000 000 |
| 4 | RU000A103G59 | 34% | 37% | 40% | 500 000 | 2 500 000 |