31.10.2022 09:34
Risk parameters on FX market
CCP NCC sets the following risk parameters on FX market starting from 31.10.2022 :
| № | 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 | KGS | 30% | 50% | 100% | 13 470 000 | 67 350 000 | Yes | No |
| 2 | TJS | 50% | 70% | 100% | 1 670 000 | 8 350 000 | Yes | No |