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16.12.2021 19:30

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 17.12.2021:

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 RU000A104925 10% 13% 16% 200 000 1 000 000
2 RU000A1049K6 10% 13% 16% 200 000 1 000 000
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