15.02.2022 21:13
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 16.02.2022 :
| № | 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 | RU000A104HU9 | 6% | 9% | 12% | 600 000 | 3 000 000 |