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29.10.2021 19:52

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 01.11.2021 :


 

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 RU000A103YS0 16% 19% 22% 100 000 500 000
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