27.09.2021 21:14
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 28.09.2021:
| № | 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 | RU000A103RT2 | 14% | 17% | 20% | 100,000 | 500,000 |
| 2 | RU000A103S14 | 13% | 16% | 19% | 140,000 | 700,000 |
| 3 | RU000A103RS4 | 12% | 15% | 18% | 120,000 | 600,000 |