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24 November 2022
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 5.11.2022 :
№
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
RU000A105HE0
9%
12%
15%
100 000
500 000
2
RU000A105HC4
17%
20%
23%
400 000
2 000 000
