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14 June 2022
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 15.06.2022 :
№
Ticker
Minimum Initial Margin for the Market Risk, %
Concentration Limit, # of securities
Level 1, S_1_min
Level 2, S_2_min
Level 3, S_3_min
Level 1
Level 2
1
RU000A104VS4
16%
19%
22%
300 000
1 500 000
2
RU000A104V75
20%
23%
26%
200 000
1 000 000
3
RU000A1014S3
11%
14%
17%
120 000
600 000
