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
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