16.06.2026 21:22
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 17.06.2026:
| № | Ticker | Current Minimum Initial Margin for the Market Risk, % | Minimum Initial Margin for the Market Risk from June 17th, % | ||||
|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 2, S_2_min | Level 3, S_3_min | ||
| 1 | RU000A10FDZ8 | 7% | 10% | 13% | 14% | 17% | 20% |