15.12.2022 18:40
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 16.12.2022 :
| № | 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 | RU000A105H64 | 15% | 18% | 21% | 6 152 | 30 760 |
| 2 | RU000A105M75 | 40% | 43% | 46% | 20 000 | 100 000 |