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Information product Instrument Period Price

    Terms of Data

    23.11.2022 19:02

    Risk parameters on Securities market

    CCP NCC sets the following risk parameters on Securities market starting from 24.11.2022 :
     

    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 RU000A105B94 7% 10% 13% 600 000 3 000 000
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