03.07.2025 18:35
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 04.07.2025:
- Risk parameters on Securities:
| Ticker | Current Minimum Initial Margin for the Market Risk, % | Current Minimum Initial Margin for the Market Risk, % | ||||
|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 1, S_1_min | Level 1, S_1_min | Level 1, S_1_min | Level 1, S_1_min | Level 1, S_1_min | |
| UGLD | 50 | 80 | 95 | 100 | 100 | 100 |
| RU000A106656 | 12 | 15 | 18 | 100 | 100 | 100 |
| RU000A10B008 | 15 | 18 | 21 | 100 | 100 | 100 |
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