22.11.2021 20:09
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 22.11.2021:
| № | 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 | RU000A1043E2 | 17% | 20% | 23% | 200 000 | 1 000 000 |
| 2 | RU000A1042W6 | 10.5% | 13.5% | 16.5% | 1 000 000 | 5 000 000 |