05.09.2022 19:15
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 06.09.2022:
| № | 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 | RU000A1055U2 | 16% | 19% | 22% | 100 000 | 500 000 |
| 2 | RU000A1055Q0 | 17% | 20% | 23% | 600 000 | 3 000 000 |