14.12.2022 18:12

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 15.12.2022 :
 

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 RU000A105M67 19% 22% 25% 200,000 1,000,000
2 RU000A105M83 13% 16% 19% 600,000 3,000,000
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