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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
№	Ticker	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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