24.12.2021 18:33
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 27.12.2021 :
| № | 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 | RU000A102YN3 | 6% | 9% | 12% | 400 000 | 2 000 000 |
| 2 | RU000A104C60 | 16% | 19% | 22% | 100 000 | 500 000 |
| 3 | RU000A103YZ5 | 5% | 8% | 11% | 400 000 | 2 000 000 |