18.04.2025 19:21
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 21.04.2025:
1. Minimum initial margin for the market risk:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | ||
|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | ||
| 1 | RU000A105JP2 | 8% | 11% | 14% |
| 2 | RU000A10AT19 | 14% | 17% | 20% |
| 3 | RU000A10AT27 | 11% | 14% | 17% |
2. Value "Collateral":
| № | Ticker | Collateral |
|---|---|---|
| 1 | RU000A10AT19 | Yes |
| 2 | RU000A10AP21 | Yes |
| 3 | RU000A1075S4 | Yes |
| 4 | RU000A108LU2 | Yes |
| 5 | RU000A105JP2 | Yes |
| 6 | RU000A10AT27 | Yes |
| 7 | RU000A10AHA3 | Yes |