14.10.2022 20:58
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 17.10.2022:
| № | 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 | RU000A1059A6 | 16% | 19% | 22% | 5 871 | 29 359 |
| 2 | RU000A105AD7 | 11% | 14% | 17% | 200 000 | 1 000 000 |
| 3 | RU000A105A61 | 17% | 20% | 23% | 500 000 | 2 500 000 |