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24 June 2022
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 27.06.2022 :
№
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
RU000A104WJ1
18%
21%
24%
200,000
1,000,000
2
RU000A104WF9
16%
19%
22%
200,000
1,000,000
