17.11.2021 19:19
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 18.11.2021 :
| № | 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 | RU000A102FQ5 | 29% | 32% | 35% | 400 000 | 2 000 000 |
| 2 | RU000A1040Y6 | 29% | 32% | 35% | 400 000 | 2 000 000 |