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15 November 2022
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 16.11.2022 :
№
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
SU29022RMFS9
8%
9%
10%
1 000 000
5 000 000
2
SU26241RMFS8
18%
19%
20%
1 000 000
5 000 000
