06.12.2022 18:55
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 07.12.2022 :
| № | 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 | SU29023RMFS7 | 8% | 9% | 10% | 1 000 000 | 5 000 000 |
| 2 | RU000A105KB0 | 17% | 20% | 23% | 100 000 | 500 000 |
| 3 | RU000A105JU2 | 11% | 14% | 17% | 500 000 | 2 500 000 |