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07.09.2021 23:54

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 08.09.2021 :

№ 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 SU52004RMFS7 12% 13% 14% 1 000 000 5 000 000
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08.09.2021
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