07.09.2022 18:03

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 08.09.2022 :
 

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 RU000A1055Y4 20% 23% 26% 400 000 2 000 000
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