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16.06.2022 12:11

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 15.06.2022 :

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 RU000A104VS4 16% 19% 22% 300 000 1 500 000
2 RU000A104V75 20% 23% 26% 200 000 1 000 000
3 RU000A1014S3 11% 14% 17% 120 000 600 000
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