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14 October 2022
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 17.10.2022:
№
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
RU000A1059A6
16%
19%
22%
5 871
29 359
2
RU000A105AD7
11%
14%
17%
200 000
1 000 000
3
RU000A105A61
17%
20%
23%
500 000
2 500 000
