16.11.2022 18:16
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 17.11.2022 :
№ | 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 | RU000A105GE2 | 17% | 20% | 23% | 600,000 | 3,000,000 |
2 | RU000A105G81 | 15% | 18% | 21% | 400,000 | 2,000,000 |
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