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30.05.2025 19:21

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 02.06.2025

  1. Minimum initial margin for the market risk:
Ticker Current Minimum Initial Margin for the Market Risk, % Minimum Initial Margin for the Market Risk, %
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
RU000A10BPF3 19 22 25 50 60 70
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