05.05.2022 20:42
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 06.05.2022 :
| № | 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 | RU000A104SX0 | 16% | 19% | 22% | 200 000 | 1 000 000 |
| 2 | RU000A104SY8 | 16% | 19% | 22% | 300 000 | 1 500 000 |
| 3 | RU000A104SU6 | 14% | 17% | 20% | 200 000 | 1 000 000 |