18.10.2022 18:11
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 19.10.2022 :
№ | 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 | SU29021RMFS1 | 15% | 16% | 17% | 1 000 000 | 5 000 000 |