24.02.2022 14:08

Risk parameters change on Securities and Derivatives market

CCP NCC sets the following market risk rates on below dates:

№	Ticker	Current market risk rates			Market rates from 14:00 24.02.2022
№	Ticker	MR1	MR2	MR3	MR1	MR2	MR3
1	AFLT	19%	25%	32%	40%	46%	53%
2	ALRS	19%	25%	32%	40%	46%	53%
3	CHMF	22%	28%	35%	40%	46%	53%
4	CNI	19%	31%	42%	40%	46%	53%
5	CY	7.5%	9.5%	11.5%	15%	17%	19%
6	DSKY	28%	34%	41%	40%	46%	53%
7	Eu	7.5%	9.5%	11.5%	15%	17%	19%
8	FEES	27%	33%	40%	40%	46%	53%
9	FIVE	19%	25%	32%	40%	46%	53%
10	FNI	23%	37%	51%	40%	46%	53%
11	GAZR	19%	25%	32%	40%	46%	53%
12	GLD	8%	14%	21%	15.5%	21.5%	28.5%
13	GMKN	25%	31%	38%	40%	46%	53%
14	HYDR	24%	30%	37%	40%	46%	53%
15	IRAO	29%	35%	42%	40%	46%	53%
16	LKOH	19%	25%	32%	40%	46%	53%
17	MAGN	20%	26%	33%	40%	46%	53%
18	MGNT	19%	25%	32%	40%	46%	53%
19	MIX	19%	25%	31%	40%	46%	53%
20	MMI	21%	34%	46%	40%	46%	53%
21	MOEX	19%	25%	32%	40%	46%	53%
22	MTSI	23%	29%	36%	40%	46%	53%
23	MXI	19%	25%	31%	40%	46%	53%
24	NLMK	25%	31%	38%	40%	46%	53%
25	NOTK	20%	26%	33%	40%	46%	53%
26	OGI	24%	38%	53%	40%	46%	53%
27	PHOR	19%	25%	32%	40%	46%	53%
28	PIKK	37%	43%	50%	40%	46%	53%
29	PLZL	24%	30%	37%	40%	46%	53%
30	POLY	19%	25%	32%	40%	46%	53%
31	ROSN	25%	31%	38%	40%	46%	53%
32	RSTI	25%	31%	38%	40%	46%	53%
33	RTKM	29%	35%	42%	40%	46%	53%
34	RTS	19%	25%	31%	40%	46%	53%
35	RTSM	19%	25%	31%	40%	46%	53%
36	RUAL	19%	25%	32%	40%	46%	53%
37	SBPR	23%	29%	36%	40%	46%	53%
38	SBRF	23%	29%	36%	40%	46%	53%
39	Si	7.5%	9.5%	11.5%	15%	17%	19%
40	SIBN	19%	25%	32%	40%	46%	53%
41	SLV	19%	25%	32%	21.5%	27.5%	34.5%
42	SNGP	24%	30%	37%	40%	46%	53%
43	SNGR	24%	30%	37%	40%	46%	53%
44	TATN	26%	32%	39%	40%	46%	53%
45	TRNF	25%	31%	38%	40%	46%	53%
46	VTBR	23%	29%	36%	40%	46%	53%
47	YNDF	19%	25%	32%	40%	46%	53%

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