22.06.2022 18:08
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 23.06.2022 :
| № | 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 | RU000A104W33 | 22% | 25% | 28% | 200 000 | 1 000 000 |
| 2 | RU000A104W17 | 18% | 21% | 24% | 200 000 | 1 000 000 |