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08 November 2022
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 09.11.2022 :
№
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
RU000A105DR1
19%
22%
25%
300,000
1,500,000
2
RU000A105BY1
25%
28%
31%
10,000
50,000
3
RU000A105C51
15%
18%
21%
15,000
75,000
4
RU000A105DN0
20%
23%
26%
300,000
1,500,000
