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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
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