12.11.2021 19:46
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 15.11.2021:
| № | 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 | RU000A102RR8 | 27% | 30% | 33% | 200 000 | 1 000 000 |
| 2 | RU000A1040J7 | 29% | 32% | 35% | 400 000 | 2 000 000 |
| 3 | RU000A103YM3 | 23% | 26% | 29% | 500 000 | 2 500 000 |