26.10.2022 18:36
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 27.10.2022 :
№ | 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 | RU000A105C44 | 40% | 43% | 46% | 120 000 | 600 000 |
2 | RU000A105C28 | 16% | 19% | 22% | 200 000 | 1 000 000 |