15.06.2026 14:33
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from June, 18th 2026:
Market risk rates:
| Ticker | Current market risk rates | Market risk rates from June, 18th 2026 | ||||
|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| RU000A1008P1 | 9% | 12% | 15% | 13% | 16% | 19% |
| RU000A105ZC6 | 8% | 11% | 14% | 10% | 13% | 16% |
| RU000A0JTW83 | 8% | 11% | 14% | 18% | 21% | 24% |
| RU000A0JWX04 | 16% | 19% | 22% | 30% | 33% | 36% |
| RU000A0JX2Q3 | 13% | 19% | 21% | 30% | 36% | 38% |
| RU000A1009L8 | 12.5% | 15.5% | 18.5% | 7% | 10% | 13% |
| RU000A100DG5 | 13% | 27% | 40% | 25% | 39% | 52% |
| RU000A105PH6 | 6% | 9% | 12% | 8% | 11% | 14% |