19.12.2022 19:21
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 20.12.2022 :
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit of securities | Accepted as collateral | |||
|---|---|---|---|---|---|---|---|
| 1 | RU000A105EN8 | 15% | 18% | 21% | 7 542 | 37 710 | Yes |
| 2 | RU000A105KU0 | 50% | 56% | 62% | 40 000 | 200 000 | Yes |
| 3 | RU000A105ML5 | 17% | 20% | 23% | 80 000 | 400 000 | Yes |
| 4 | RU000A105MW2 | 14% | 17% | 20% | 300 000 | 1 500 000 | No |