16.09.2022 19:13
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 19.09.2022 :
| № | 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 | RU000A1057A0 | 40% | 43% | 46% | 20 000 | 100 000 |
| 2 | RU000A1057D4 | 40% | 43% | 46% | 20 000 | 100 000 |