07.11.2022 18:58
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 08.11.2022 :
№ | 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 | RU000A105A87 | 24% | 27% | 30% | 6 356 | 31 780 |