09.12.2024 14:32
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 10.12.2024:
| Ticker | Current Minimum Initial Margin for the Market Risk, % | Current Concentration Limit, # of securities | Minimum Initial Margin for the Market Risk from 10.12.2024, % | Concentration Limit, # of securities from 10.12.2024 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |
| ELMT | 100% | 100% | 100% | 2000 | 2001 | 70% | 80% | 95% | 68 027 211 | 340 136 054 |