18.11.2022 18:13
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 21.11.2022 :
| № | 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 | RU000A103WV8 | 14% | 17% | 20% | 2,000,000 | 10,000,000 |
| 2 | RU000A105666 | 14% | 17% | 20% | 400,000 | 2,000,000 |