02.02.2023 18:24

Risk parameters on Securities market

CCP NCC changes the following risk parameters on Securities market starting from 03.02.2023:

 

Ticker Current minimum Initial Margin for the Market Risk, % New minimum Initial Margin for the Market Risk, % Current Collateral New Collateral
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min
RU000A105RG4 16% 19% 22% 32% 35% 38% No Yes
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