20.07.2022 19:07
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 21.07.2022:
| № | 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 | RU000A104ZA3 | 9% | 12% | 15% | 400 000 | 2 000 000 |
| 2 | RU000A104Z48 | 15% | 18% | 21% | 1 000 000 | 5 000 000 |