08.11.2022 18:32
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 09.11.2022 :
№ | 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 | RU000A105DR1 | 19% | 22% | 25% | 300,000 | 1,500,000 |
2 | RU000A105BY1 | 25% | 28% | 31% | 10,000 | 50,000 |
3 | RU000A105C51 | 15% | 18% | 21% | 15,000 | 75,000 |
4 | RU000A105DN0 | 20% | 23% | 26% | 300,000 | 1,500,000 |