01.12.2022 18:58
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 02.12.2022 :
| № | 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 | RU000A105JP2 | 16% | 19% | 22% | 400,000 | 2,000,000 |
| 2 | RU000A105GZ7 | 15% | 18% | 21% | 20,000 | 100,000 |