21.10.2022 18:04
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 24.10.2022 :
№ | 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 | RU000A105BH6 | 9% | 12% | 15% | 100,000 | 500,000 |