15.11.2022 18:06
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 16.11.2022:
№ | 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 | SU29022RMFS9 | 8% | 9% | 10% | 1 000 000 | 5 000 000 |
2 | SU26241RMFS8 | 18% | 19% | 20% | 1 000 000 | 5 000 000 |