27.10.2022 18:30
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 28.10.2022 :
№ | 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 | RU000A1059M1 | 15% | 18% | 21% | 11 254 | 56 270 |
Main news |