17.10.2022 18:33
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 18.10.2022 :
№ | 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 | RU000A104HT1 | 7% | 10% | 13% | 400 000 | 2 000 000 |
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