28.10.2022 18:05
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 31.10.2022 :
№ | 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 | RU000A105B86 | 7% | 10% | 13% | 600 000 | 3 000 000 |
2 | RU000A105A04 | 25% | 28% | 31% | 5 715 | 28 575 |
3 | RU000A1059R0 | 30% | 33% | 36% | 5 079 | 25 395 |