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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
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