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26.07.2021 19:45

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 27.07.2021 :

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 RU000A103FP5 14% 17% 20% 200 000 1 000 000

 

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