05.12.2022 18:58
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 06.12.2022 :
| № | 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 | RU000A105KQ8 | 17% | 20% | 23% | 400 000 | 2 000 000 |
| 2 | RU000A105KP0 | 17% | 20% | 23% | 600 000 | 3 000 000 |
| 3 | RU000A105K85 | 17% | 20% | 23% | 180 000 | 900 000 |