05.12.2025 17:20
Risk parameters on FX market
CCP NCC sets the following risk parameters on FX market starting from 08.12.2025:
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit | Ban on short | Eligible collateral | Limit of collateral | |||
|---|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |||||
| 1 | GLDRUBFIX0 | 15.5% | 21.5% | 28.5% | 213 000 | 1 065 000 | No | Yes | 100% |
| 2 | GLDRUB_WAP0 | 15.5% | 21.5% | 28.5% | 213 000 | 1 065 000 | No | Yes | 100% |
| 3 | GLDRUB_WAPV | 15.5% | 21.5% | 28.5% | 213 000 | 1 065 000 | No | Yes | 100% |