01.09.2021 20:55
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 02.09.2021 :
№ | 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 | RU000A100NS9 | 15% | 18% | 21% | 100 000 | 500 000 |