24.06.2022 12:15
Risk parameters on FX market
CCP NCC sets the following risk parameters on FX market starting from 27.06.2022 :
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | Ban on short | Eligible collateral | |||
|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||||
| 1 | AMD | 30% | 50% | 100% | 77 000 000 | 385 000 000 | Yes | No |
| 2 | ZAR | 20% | 23% | 26% | 17 099 000 | 85 495 000 | Yes | No |