19.10.2022 18:51
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 20.10.2022 :
№ | 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 | RU000A105B03 | 17% | 20% | 23% | 300,000 | 1,500,000 |